Optimum insurance contracts with background risk and higher-order risk attitudes
By Yichun Chi and Wei Wei
| Year of publication: |
2018
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|---|---|
| Authors: | Chi, Yichun ; Wei, Wei |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1025-1047
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| Subject: | Background risk | higher-order risk attitudes | stochastically increasing | right tail increasing | stop-loss insurance | Risikomodell | Risk model | Theorie | Theory | Risikopräferenz | Risk attitude | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Risikoaversion | Risk aversion | Versicherungsökonomik | Economics of insurance | 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 |
Persistent link: https://www.econbiz.de/10011999851