Behavioral optimal insurance
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Publication:654822
DOI10.1016/j.insmatheco.2011.04.008zbMath1229.91167OpenAlexW2029246395MaRDI QIDQ654822
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.04.008
non-convex optimizationcumulative prospect theorybehavioral financeoptimal insurancegeneralized insurance layer
Nonconvex programming, global optimization (90C26) Utility theory (91B16) Actuarial science and mathematical finance (91G99)
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