Mean-variance insurance design with counterparty risk and incentive compatibility
Year of publication: |
2022
|
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Authors: | Boonen, Tim J. ; Jiang, Wenjun |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 2, p. 645-667
|
Subject: | counterparty risk | marginal indemnity function | mean-variance optimization | Optimal insurance | Theorie | Theory | Versicherungsökonomik | Economics of insurance | Risiko | Risk | Kreditrisiko | Credit risk |
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