Incorporating model uncertainty into optimal insurance contract design
Year of publication: |
March 2017
|
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Authors: | Pflug, Georg ; Hung, Mao-Wei |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 73.2017, p. 68-74
|
Subject: | Insurance optimization | Model error | Minimax solution | Distributional robustness | Wasserstein distance | Versicherungsökonomik | Economics of insurance | Entscheidung unter Unsicherheit | Decision under uncertainty | Vertragstheorie | Contract theory | Modellierung | Scientific modelling | Mathematische Optimierung | Mathematical programming |
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