Search for dissertations about: "optimal insurance"

Showing result 1 - 5 of 37 swedish dissertations containing the words optimal insurance.

  2. 1. Essays on Insurance Economics

    Author : Hong Wu; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; insurance theory; game theory; ownership structure; mutual insurance cooperative; stock insurance company; optimal insurance; multiple risks; expected utility function; derivative security;

    Abstract : .... READ MORE

  4. 2. Sickness Insurance: Design and Behavior

    Author : Klas Rikner; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Social economics; Social ekonomi; Nationalekonomi; economic systems; economic policy; econometrics; economic theory; Economics; Social insurance; Experience rating; Asymmetric information; Insurance; Sickness insurance; Sickness absence;

    Abstract : The first essay presents the results from a questionnaire study of sickness insurance and sickness absence behavior in Sweden. In the first part, people’s preferences for the design of a sickness insurance are discussed. READ MORE

  5. 3. Semi-Markov Models for Insurance and Option Rewards

    Author : Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; semi-Markov process; discrete time; insurance; actuarial; higher order reward; disability; variance; skewness; kurtosis; reward process; stochastic volatility; controlling semi-Markov process; Monte Carlo algorithm; convergence; optimal stopping; skeleton approximation; regime switching; semi-Markov modulated; European option; American option; Lévy process.; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

    Abstract : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. READ MORE

  6. 4. Moral Hazard and Insurance: Optimality, Risk and Preferences

    Author : Kristian Sundström; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; asymmetric information; second best solution; first best solution; Insurance; Moral Hazard;

    Abstract : The thesis consists of an introductory chapter, followed by three chapters which all deal with theoretical issues related to moral hazard and insurance. In Chapter 2 we assume symmetric and perfect information. READ MORE

  7. 5. Optimal deterrents to malingering : the role of incentives, attitudes and information costs in social insurance, especially sickness benefit and welfare

    Author : Kari Lantto; Stockholms universitet; []
    Keywords : Sjukförsäkring; Yrkesskadeförsäkring;

    Abstract : In a sequence of four models which all generalize the single-period model of Diamond and Mirrlees (1978), we explain and optimize the structure of static social insurance against health-related disability in an economy where detected cheaters feel ashamed, where some of the workers are more honest than the others, and where the cost of ascertaining disease and disability varies. Given the insurance the workers report their disease to the insurer who benevolently chooses the consumption in each state and the probability with which to use his test of disease and disability. READ MORE