The design of an optimal retrospective rating plan
By Xinxiang Chen, Yichun Chi and Ken Seng Tan
| Year of publication: |
2016
|
|---|---|
| Authors: | Chen, Xinxiang ; Chi, Yichun ; Tan, Ken Seng |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 1, p. 141-163
|
| Subject: | Conditional value at risk | convex order | moral hazard | optimal retrospective | rating plan | stop-loss insurance | Theorie | Theory | Moral Hazard | Moral hazard | Risikomaß | Risk measure | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2015.19 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485141