Optimal insurance under rank-dependent expected utility
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 | Theorie | Theory | Erwartungsnutzen | Expected utility | Versicherungsökonomik | Economics of insurance | Risikomodell | Risk model | Nutzen | Utility | Entscheidung unter Risiko | Decision under risk |
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