Mean-variance insurance design with counterparty risk and incentive compatibility
by Tim J. Boonen and Wenjun Jiang
| Year of publication: |
2022
|
|---|---|
| Authors: | Boonen, Tim J. ; Jiang, Wenjun |
| Subject: | counterparty risk | marginal indemnity function | mean-variance optimization | Optimal insurance | Theorie | Theory | Risiko | Risk | Versicherungsökonomik | Economics of insurance | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270080