Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Zhihang Liang, Jushen Zou, Wenjun Jiang
| Year of publication: |
2022
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|---|---|
| Authors: | Liang, Zhihang ; Zou, Jushen ; Jiang, Wenjun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 200-221
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| Subject: | Adverse selection | Distortion risk measure | Individual rationality | Optimal insurance | Separation compatibility | Adverse Selektion | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Versicherungsökonomik | Economics of insurance | Messung | Measurement | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Prinzipal-Agent-Theorie | Agency theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264949