Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Year of publication: |
2022
|
---|---|
Authors: | Liang, Xiaoqing ; Wang, Ruodu ; Young, Virginia R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 35-59
|
Subject: | Deductible insurance | Distortion-deviation premium principle | Optimal insurance design | Rank-dependent expected utility | Risikomodell | Risk model | Theorie | Theory | Versicherungsökonomik | Economics of insurance | Erwartungsnutzen | Expected utility | Versicherungsbeitrag | Insurance premium |
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