OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226)

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scientific article; zbMATH DE number 6406604
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OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
scientific article; zbMATH DE number 6406604

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    OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (English)
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    20 February 2015
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    optimal insurance design
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    rank-dependent expected utility
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    inverse-S shaped probability distortion
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    indemnity
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    quantile formulation
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    deductible
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