Optimal insurance design under mean-variance preference with narrow framing
Xiaoqing Liang, Wenjun Jiang, Yiying Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Liang, Xiaoqing ; Jiang, Wenjun ; Zhang, Yiying |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 112.2023, p. 59-79
|
| Subject: | Bowley solution | Deductible | Mean-variance criterion | Mean-variance premium principle | Narrow framing | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446726