Incorporating model uncertainty into optimal insurance contract design (Q1681190)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Incorporating model uncertainty into optimal insurance contract design |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating model uncertainty into optimal insurance contract design |
scientific article |
Statements
Incorporating model uncertainty into optimal insurance contract design (English)
0 references
23 November 2017
0 references
insurance optimization
0 references
model error
0 references
minimax solution
0 references
distributional robustness
0 references
Wasserstein distance
0 references
