Optimal insurance design under rank-dependent expected utility
Carole Bernard; Xuedong He; Jia-An Yan; Xun Yu Zhou
| Year of publication: |
2015
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|---|---|
| Authors: | Bernard, Carole ; He, Xue Dong ; Yan, Jia-an ; Zhou, Xun Yu |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 1, p. 154-186
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| Subject: | optimal insurance design | rank-dependent expected utility | inverse-S shaped probability distortion | indemnity | quantile formulation | deductible | Erwartungsnutzen | Expected utility | Theorie | Theory | Versicherungsökonomik | Economics of insurance | Erwartungsbildung | Expectation formation | Nutzen | Utility | Selbstbeteiligung | Deductible |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011347236