Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional (Q6496945)

From MaRDI portal
scientific article; zbMATH DE number 7842594
Language Label Description Also known as
English
Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional
scientific article; zbMATH DE number 7842594

    Statements

    Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    6 May 2024
    0 references
    The authors provide many results as a proposal to the solution for utility equivalence approach on insurance. The results may be generalized on reinsurance specification. This is the interest point of the paper.
    0 references
    numerical algorithm
    0 references
    optimal insurance
    0 references
    convex premium functional
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references