Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional (Q6496945)
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scientific article; zbMATH DE number 7842594
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| English | Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional |
scientific article; zbMATH DE number 7842594 |
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Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional (English)
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6 May 2024
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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.
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numerical algorithm
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optimal insurance
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convex premium functional
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0.8173540234565735
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0.7950649261474609
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0.7944796681404114
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0.7925801277160645
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0.7924385666847229
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