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Optimal insurance policy indemnity schedules with policyholders' limited liability and background risk

Recurso electrónico / Electronic resource
Registro MARC
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1001 ‎$0‎MAPA20080166090‎$a‎Hofmann, Annette
24510‎$a‎Optimal insurance policy indemnity schedules with policyholders' limited liability and background risk‎$c‎Annette Hofmann, Ole V. Häfen, Martin Nell
520  ‎$a‎This article makes two contributions to the insurance literature by studying optimal insurance policy indemnity schedules with policyholders' limited liability and background risk. First, generalizing a prominent approach by Huberman, Mayers, and Smith (1983), it is shown that a welfare subsidy in the case of a ruinous loss may make the insurance premium overly fair for nonbankrupting losses and full insurance for this event becomes optimal. Second, introducing correlated background risk into this limited liability framework relativizes or even turns results by Doherty and Schlesinger (1983) as to the impact of background risk on optimal coverage into its opposite.
650 4‎$0‎MAPA20080627638‎$a‎Seguro de responsabilidad civil
650 4‎$0‎MAPA20080572396‎$a‎Indemnizaciones
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7001 ‎$0‎MAPA20200000860‎$a‎Häfen, Ole V.
700  ‎$0‎MAPA20100058381‎$a‎Nell, Martin
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Nueva York : The American Risk and Insurance Association, 1964-‎$x‎0022-4367‎$g‎02/12/2019 Volumen 86 Número 4 - diciembre 2019 , p. 973-988