Optimal insurance with mean-deviation measures
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Publication:6607480
DOI10.1016/J.INSMATHECO.2024.05.005zbMATH Open1548.91089MaRDI QIDQ6607480FDOQ6607480
Authors: Tim J. Boonen, Xia Han 
Publication date: 18 September 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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monotonicityrisk managementbudget constraintoptimal insurancedeviation measuresmean-deviation measuresstop-loss indemnities
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- Optimal insurance to maximize RDEU under a distortion-deviation premium principle
- S-shaped narrow framing, skewness and the demand for insurance
- Optimal reinsurance designs based on risk measures: a review
- Regret-based optimal insurance design
Cited In (3)
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