OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570)
From MaRDI portal
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 |
Statements
OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (English)
0 references
31 August 2020
0 references
optimal insurance
0 references
model uncertainty
0 references
distortion risk measure
0 references
ambiguity aversion
0 references
Karush-Kuhn-Tucker multipliers
0 references
calculus of variation
0 references
suboptimal contract
0 references
0 references