The optimisation of insurance contracts on the viatical market

DOI10.37190/ORD200201MaRDI QIDQ5142142zbMATH OpenOpenAlexFDO

Authors Joanna Dębicka, Stanisław Heilpern

Publication date 29 December 2020

Published in Operations Research and Decisions (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.37190/ord200201

zbMATH Keywords

Bernoulli principlecumulative prospect theorymultistate modelrank dependent expected utility theoryviatical settlement

Mathematics Subject Classification ID

Utility theory (91B16) Actuarial mathematics (91G05)

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• Die Bestimmung individueller Lebensversicherungsangebote als nicht-lineares Optimierungsproblem
• Combining life and health insurance

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