The effect of risk constraints on the optimal insurance policy (Q2677932): Difference between revisions

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Latest revision as of 17:09, 19 December 2024

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The effect of risk constraints on the optimal insurance policy
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    The effect of risk constraints on the optimal insurance policy (English)
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    9 January 2023
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    optimal insurance
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    expected utility
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    incentive compatibility
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    distortion risk measure
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    value-at-risk
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    tail value-at-risk
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    marginal indemnity function
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