搜索结果: 1-12 共查到“保险学 Optimal”相关记录12条 . 查询时间(0.094 秒)
Optimal Pension Systems with Simple Instruments
Optimal Pension Systems Simple Instruments
2014/3/18
We analyze optimal pension systems relying on simple policy instruments. The optimality in this context means the highest welfare that can be achieved with a restricted set of tax instruments. While t...
Optimal insurance strategies in a risk process with restrictions on policyholder risks
optimal choice problem risk-bearing function an insurer dynamic insurance model maximizing unit utility
2011/9/6
We consider the optimal choice problem by a risk-bearing function for an insurer to divide risks between him and his clients in a dynamic insurance model, the so-called Cramer-Lundberg risk process. I...
Optimal Taxation: Merging Micro and Macro Approaches
optimal taxation effi ciency asymmetric and private information redistributive effects optimal social insurance
2014/3/18
This paper argues that the large body of research that follows Mirrlees approach to optimal taxation has been developing in two directions, referred to as the micro and macro literatures. We review th...
Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation
Risk Shifting Insurance Regulation Pareto Optimality
2011/3/30
Limited liability creates a conflict of interests between policyholders and shareholders of insurance companies. It provides shareholders with incentives to increase the risk of the insurer's assets a...
Numerical methods for optimal insurance demand under marked point processes shocks
Optimal insurance stochastic control duality dynamic programming principle
2010/10/21
This paper deals with numerical solutions of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked p...
Optimal Timing to Purchase Options
optimal stopping delayed purchase premium martingale measures
2010/10/21
We study the timing of derivative purchases in incomplete markets. In our model, an investor attempts to maximize the spread between her model price and the offered market price through optimally timi...
Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach
Optimal insurance stochastic control duality optional decomposition
2010/10/21
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked poin...
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Optimal Reversible Annuities Minimize Probability Lifetime Ruin
2010/10/18
We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The surrender charge of a l...
Optimal reinsurance/investment problems for general insurance models
Optimal reinsurance investment problems general insurance models
2010/11/2
In this paper the utility optimization problem for a general insur-ance model is studied. The reserve process of the insurance company is described by a stochastic differential equation driven by a Br...
An optimal life insurance policy in the investment-consumption problem in an incomplete market
life insurance policy the investment-consumption problem incomplete market
2010/12/13
This paper considers an optimal life insurance for a householder subject to mortality risk. The household receives a wage income continuously, which is terminated by unexpected (premature) loss of ear...
Designing Optimal Disability Insurance: A Case for Asset Testing
Disability Insurance: Asset Testing Optimal
2014/3/18
We analyze an implementation of an optimal disability insurance system as a competitive equilibrium with taxes. An optimum is implemented by an asset tested disability system in which a disability tra...
OPTIMAL TAXATION WITH ENDOGENOUS INSURANCE MARKETS
Optimal Dynamic Taxation Optimal Social Insurance Private and Public Insurance Crowding Out.
2014/3/18
The skills of agents in the labor market evolve stochastically over time and are private information. We assume that agents can engage in unobservable trades. We show that competitive equilibria are i...