Optimal incentive-compatible insurance with background risk
by Yichun Chi and Ken Seng Tan
| Year of publication: |
2021
|
|---|---|
| Authors: | Chi, Yichun ; Ken Seng Tan |
| Subject: | Background risk | conditional expectation function | incentive compatibility | mean-variance preference | optimal insurance design | Theorie | Theory | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012523260