Insuring a risky investment project

DOI10.1016/J.INSMATHECO.2007.03.003zbMATH Open1141.91529OpenAlexW3123045631MaRDI QIDQ939366FDOQ939366

Authors: Henri Loubergé, Richard Watt 

Publication date: 22 August 2008

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

Full work available at URL: https://archive-ouverte.unige.ch/unige:77614

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zbMATH Keywords

normalityrisk aversionGiffen goodactuarially fair premiuminsurance coverage

Mathematics Subject Classification ID

Cites Work

• Risk Aversion in the Small and in the Large
• Title not available (Why is that?)
• Insurance and saving: some further results
• The interaction between the demands for insurance and insurable assets

Cited In (4)

• Optimal insurance in the presence of insurer's loss limit
• Optimization problems of excess-of-loss reinsurance and investment under the CEV model
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
• Optimal reinsurance and investment policies with the CEV stock market

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