Optimal portfolio choice for an insurer with loss aversion (Q2513637)
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scientific article; zbMATH DE number 6391868
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal portfolio choice for an insurer with loss aversion |
scientific article; zbMATH DE number 6391868 |
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Optimal portfolio choice for an insurer with loss aversion (English)
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28 January 2015
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portfolio choice
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insurance company
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behavioral finance
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loss aversion
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martingale method
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0.8548845648765564
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0.793555736541748
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0.7932994365692139
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0.7897389531135559
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0.7866795063018799
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