Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims

DOI10.1016/j.insmatheco.2013.08.001zbMath1290.91076MaRDI QIDQ2015622

Daniel Burren

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.08.001

zbMATH Keywords

optimal stochastic control; risk theory; insurance demand; welfare-maximizing risk capital

Mathematics Subject Classification ID

93E20: Optimal stochastic control

Related Items

Optimal reinsurance with regulatory initial capital and default risk

Uses Software

• QRM

Cites Work

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