Optimal incentive-compatible insurance with background risk
by Yichun Chi and Ken Seng Tan
| Year of publication: |
2021
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|---|---|
| Authors: | Chi, Yichun ; Tan, Ken Seng |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 51.2021, 2, p. 661-688
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| Subject: | Background risk | conditional expectation function | incentive compatibility | mean-variance preference | optimal insurance design | Theorie | Theory | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance | Entscheidung unter Risiko | Decision under risk | 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