Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory
Year of publication: |
2023
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Authors: | Xu, Zuo Quan |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 3, p. 269-289
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Subject: | mean-variance premium principle | moral-hazard-free insurance | Optimal insurance | quantile optimization | rank-dependent utility theory | Risikomodell | Risk model | Nutzen | Utility | Versicherungsökonomik | Economics of insurance | Nutzentheorie | Utility theory |
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