Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
A.Y. Golubin and V.N. Gridin
| Year of publication: |
2023
|
|---|---|
| Authors: | Golubin, A. Y. ; Gridin, V. N. |
| Subject: | conditional deductible | Optimal insurance | probabilistic constraint | risk process | unconditional deductible | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Versicherungsökonomik | Economics of insurance | Risikomanagement | Risk management | Versicherung | Insurance | Risikoaversion | Risk aversion | Selbstbeteiligung | Deductible |
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