The effect of risk constraints on the optimal insurance policy (Q2677932)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The effect of risk constraints on the optimal insurance policy |
scientific article |
Statements
The effect of risk constraints on the optimal insurance policy (English)
0 references
9 January 2023
0 references
optimal insurance
0 references
expected utility
0 references
incentive compatibility
0 references
distortion risk measure
0 references
value-at-risk
0 references
tail value-at-risk
0 references
marginal indemnity function
0 references
0 references