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Budget-constrained optimal insurance without the nonnegativity constraint on indemnities - MaRDI portal

Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606)

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scientific article; zbMATH DE number 7001788
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Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
scientific article; zbMATH DE number 7001788

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    Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (English)
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    15 January 2019
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    optimal insurance
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    deductible contract
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    nonnegativity constraint
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    ambiguity
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    Knightian uncertainty
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    non-additive probability
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    probability distortion
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    Choquet integral
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