MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182)
From MaRDI portal
scientific article; zbMATH DE number 7540874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY |
scientific article; zbMATH DE number 7540874 |
Statements
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (English)
0 references
13 June 2022
0 references
optimal insurance
0 references
mean-variance optimization
0 references
counterparty risk
0 references
marginal indemnity function
0 references
