Mean-variance insurance design under heterogeneous beliefs
Year of publication: |
2023
|
---|---|
Authors: | Chen, Yanhong ; Jiang, Wenjun ; Zhang, Yiying |
Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 26.2023, 2, p. 105-132
|
Subject: | optimal insurance | belief heterogeneity | mean-variance optimization | stop-loss function | efficient frontier | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherungsökonomik | Economics of insurance |
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