Optimal insurance contract under a value-at-risk constraint
Year of publication: |
2006
|
---|---|
Authors: | Huang, Hung-Hsi |
Published in: |
The Geneva Papers on Risk and Insurance Theory. - Springer, ISSN 0926-4957. - Vol. 31.2006, 2, p. 91-110
|
Publisher: |
Springer |
Subject: | Value-at-risk | Optimal insurance | Deductible | Policy limit | Coinsurance |
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