Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Xiaoqing Liang, Ruodu Wang, Virginia R. Young
| Year of publication: |
2022
|
|---|---|
| Authors: | Liang, Xiaoqing ; Wang, Ruodu ; Young, Virginia R. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 35-59
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| Subject: | Deductible insurance | Distortion-deviation premium principle | Optimal insurance design | Rank-dependent expected utility | Theorie | Theory | Versicherungsökonomik | Economics of insurance | Erwartungsnutzen | Expected utility | Risikomodell | Risk model | Versicherung | Insurance | Versicherungsbeitrag | Insurance premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264935