Budget-constrained optimal retention with an upper limit on the retained loss
Year of publication: |
2020
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Authors: | Ghossoub, Mario |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 3, p. 245-271
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Subject: | deductible | heterogeneous beliefs | Optimal insurance | probability distortion | retention function | upper limit |
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