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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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2 results for “coinsurance”

Expected utility operators and coinsurance problemq-fin.MF

This paper solves a coinsurance problem using fuzzy numbers and expected utility operators.

problem Formulating a coinsurance problem in the possibilistic setting of expected utility operators.

method Developed a framework using expected utility operators to model risk aversion and solve the coinsurance problem.

result Various formulas for the optimal

T

-coinsurance rate are derived for specific utility functions and fuzzy numbers.

coinsurance expected utility operators possibilistic setting fuzzy numbers Arrow-Pratt index

2019-08-13abs ↗pdf ↗

Variance Contractsq-fin.RM

Optimal insurance contract limits insurer's risk exposure variance.

problem Designing an optimal insurance contract limiting insurer's risk exposure variance.

method Derive optimal policy semi-analytically, focusing on actuarially fair case.

result Expected coverage is larger for wealthier insured, indicating normal good.

insurance optimal contract variance constraint incentive-compatible moral hazard

2020-08-17abs ↗pdf ↗