Optimal insurance design in the presence of exclusion clauses
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Publication:2404557
DOI10.1016/j.insmatheco.2017.07.003zbMath1396.91296OpenAlexW2744636060MaRDI QIDQ2404557
Publication date: 19 September 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.07.003
value at riskexpectiletail value at risklayer insuranceoptimal insurance with exclusion clausesWang's premium principle
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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