Optimal insurance design under background risk with dependence
Zhiyi Lu, Shengwang Meng, Leping Liu, Ziqi Han
| Year of publication: |
May 2018
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|---|---|
| Authors: | Lu, ZhiYi ; Meng, Shengwang ; Liu, LePing ; Han, Ziqi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 80.2018, p. 15-28
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| Subject: | Optimal insurance | Background risk | Stop-loss order | Expected indemnity | Dependence | Theorie | Theory | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011872904