Pareto-optimal insurance contracts with premium budget and minimum charge constraints
Alexandru V. Asimit, Ka Chun Cheung, Wing Fung Chong, Junlei Hu
| Year of publication: |
2020
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Cheung, Ka Chun ; Chong, Wing Fung ; Hu, Junlei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 17-27
|
| Subject: | Bargaining power | Minimum charge | Optimal insurance contract design | Pareto optimality | Premium budget | Proportional Hazard Transformation | Tail Value-at-Risk | Value-at-Risk | Risikomaß | Risk measure | Pareto-Optimum | Pareto efficiency | Vertragstheorie | Contract theory | Versicherungsökonomik | Economics of insurance | Vertrag | Contract | Versicherungsbeitrag | Insurance premium | Verhandlungsmacht |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012419220