Optimum insurance contracts with background risk and higher-order risk attitudes
Year of publication: |
2018
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Authors: | Chi, Yichun ; Wei, Wei |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1025-1047
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Subject: | Background risk | higher-order risk attitudes | stochastically increasing | right tail increasing | stop-loss insurance | Risikomodell | Risk model | Theorie | Theory | Entscheidung unter Risiko | Decision under risk | Risikoaversion | Risk aversion |
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