Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
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
|
Subject: | Adverse selection | Distortion risk measure | Individual rationality | Optimal insurance | Separation compatibility | Theorie | Theory | Adverse Selektion | Versicherungsökonomik | Economics of insurance | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk |
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