Optimal insurance contracts under distortion risk measures with ambiguity aversion
by Wenjun Jiang, Marcos Escobar-Anel and Jiandong Ren
| Year of publication: |
2020
|
|---|---|
| Authors: | Jiang, Wenjun ; Escobar, Marcos ; Ren, Jiandong |
| Subject: | Optimal insurance | model uncertainty | distortion risk measure | ambiguity aversion | Karush-Kuhn-Tucker multipliers | calculus of variation | suboptimal contract | Risiko | Risk | Risikoaversion | Risk aversion | Versicherungsökonomik | Economics of insurance | Risikomaß | Risk measure | Risikomodell | Risk model | Entscheidung unter Unsicherheit | Decision under uncertainty | Messung | Measurement | Vertragstheorie | Contract theory | Vertrag | Contract |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.12 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243390