Optimal insurance design under Vajda condition and exclusion clauses (Q5096008): Difference between revisions
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scientific article; zbMATH DE number 7571127
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English | Optimal insurance design under Vajda condition and exclusion clauses |
scientific article; zbMATH DE number 7571127 |
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Optimal insurance design under Vajda condition and exclusion clauses (English)
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12 August 2022
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optimal insurance with exclusion clauses
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risk measure
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value at risk
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tail value at risk
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Vajda condition
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cost of capital
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