Optimal insurance design under background risk with dependence
From MaRDI portal
Publication:1641137
DOI10.1016/j.insmatheco.2018.02.006zbMath1402.91209OpenAlexW2791525349MaRDI QIDQ1641137
Leping Liu, Ziqi Han, Shengwang Meng, ZhiYi Lu
Publication date: 15 June 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.02.006
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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