Optimal portfolio choice for an insurer with loss aversion
Wenjing Guo
| Year of publication: |
2014
|
|---|---|
| Authors: | Guo, Wenjing |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 217-222
|
| Subject: | Portfolio choice | Insurance company | Behavioral finance | Loss aversion | Martingale method | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Versicherung | Insurance | Anlageverhalten | Behavioural finance | Verlust | Loss | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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