OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570)
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scientific article; zbMATH DE number 7241935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION |
scientific article; zbMATH DE number 7241935 |
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OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (English)
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31 August 2020
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optimal insurance
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model uncertainty
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distortion risk measure
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ambiguity aversion
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Karush-Kuhn-Tucker multipliers
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calculus of variation
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suboptimal contract
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