Optimal insurance under rank-dependent expected utility
Mario Ghossoub
| Year of publication: |
2019
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|---|---|
| Authors: | Ghossoub, Mario |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 87.2019, p. 51-66
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| Subject: | Optimal insurance | Deductible contract | Ambiguity | Rank-dependent utility | Non-additive probability | Probability distortion | Choquet integral | Erwartungsnutzen | Expected utility | Theorie | Theory | Versicherungsökonomik | Economics of insurance | Nutzen | Utility | Risiko | Risk | Risikomodell | Risk model | Entscheidung | Decision | Erwartungsbildung | Expectation formation | Entscheidung unter Risiko | Decision under risk | Risikoaversion | Risk aversion | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058906