The bounds of premium and optimality of stop loss insurance under uncertain random environments

DOI10.1016/j.insmatheco.2015.06.004zbMath1348.91172OpenAlexW921832776MaRDI QIDQ495489

Xiaozhong Li, Ying Liu, Yinli Liu

Publication date: 14 September 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.06.004

zbMATH Keywords

expected utilityrisk aversiondeductiblestop loss insuranceuncertain random variable

Mathematics Subject Classification ID

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