Optimal insurance with background risk : an analysis of general dependence structures
Yichun Chi, Wei Wei
| Year of publication: |
2020
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|---|---|
| Authors: | Chi, Yichun ; Wei, Wei |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 4, p. 903-937
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| Subject: | Background risk | General dependence structures | Mossin’s theorem | No-sabotage condition | Optimal insurance design | Theorie | Theory | Risikomodell | Risk model | Versicherungsökonomik | Economics of insurance | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00429-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012518127