Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772)
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scientific article; zbMATH DE number 7187555
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| English | Budget-constrained optimal retention with an upper limit on the retained loss |
scientific article; zbMATH DE number 7187555 |
Statements
Budget-constrained optimal retention with an upper limit on the retained loss (English)
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7 April 2020
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optimal insurance
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retention function
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deductible
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heterogeneous beliefs
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probability distortion
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upper limit
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0.8429901003837585
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0.8007616400718689
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0.7936767339706421
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0.7909771203994751
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0.776207685470581
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