Incorporating model uncertainty into optimal insurance contract design
Georg Ch. Pflug, Anna Timonina-Farkas, Stefan Hochrainer-Stigler
| Year of publication: |
March 2017
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|---|---|
| Authors: | Pflug, Georg ; Hung, Mao-Wei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 73.2017, p. 68-74
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| Subject: | Insurance optimization | Model error | Minimax solution | Distributional robustness | Wasserstein distance | Versicherungsökonomik | Economics of insurance | Versicherung | Insurance | Vertragstheorie | Contract theory | Risiko | Risk | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011702048