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
scientific article
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English | 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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