Risk measures induced by efficient insurance contracts
Qiuqi Wang, Ruodu Wang, Ričardas Zitikis
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Qiuqi ; Wang, Ruodu ; Zitikis, Ričardas |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 103.2022, p. 56-65
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| Subject: | Concentration | Deductible | Expected Shortfall | Optimal insurance | Pareto optimality | Versicherungsökonomik | Economics of insurance | Risikomaß | Risk measure | Pareto-Optimum | Pareto efficiency | Risiko | Risk | Risikomodell | Risk model | Versicherung | Insurance | Vertragstheorie | Contract theory | Messung | Measurement | Portfolio-Management | Portfolio selection | Vertrag | Contract |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198326