Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory
Year of publication: |
2023
|
---|---|
Authors: | Xu, Zuo Quan |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 3, p. 269-289
|
Subject: | mean-variance premium principle | moral-hazard-free insurance | Optimal insurance | quantile optimization | rank-dependent utility theory | Risikomodell | Risk model | Nutzen | Utility | Versicherungsökonomik | Economics of insurance | Nutzentheorie | Utility theory |
-
Schmidt, Ulrich, (1998)
-
Optimal insurance under rank-dependent expected utility
Ghossoub, Mario, (2019)
-
Ligon, James Allen, (1997)
- More ...
-
Optimal stopping under probability distortion
Xu, Zuo Quan, (2011)
-
A Note on the Quantile Formulation
Xu, Zuo Quan, (2014)
-
An Optimal Consumption-Investment Model with Constraint on Consumption
Xu, Zuo Quan, (2014)
- More ...