OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226)
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scientific article; zbMATH DE number 6406604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY |
scientific article; zbMATH DE number 6406604 |
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OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (English)
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20 February 2015
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optimal insurance design
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rank-dependent expected utility
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inverse-S shaped probability distortion
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indemnity
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quantile formulation
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deductible
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