Optimal insurance design under mean-variance preference with narrow framing

DOI10.1016/j.insmatheco.2023.06.002zbMath1528.91063MaRDI QIDQ6072266

Wenjun Jiang, Yiying Zhang, Xiaoqing Liang

Publication date: 12 October 2023

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

zbMATH Keywords

mean-variance criteriondeductiblenarrow framingBowley solutionmean-variance premium principle

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Actuarial mathematics (91G05)

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