Optimal per claim deductibility in insurance with the possibility of risky investments (Q1904994)

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scientific article; zbMATH DE number 834210
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Optimal per claim deductibility in insurance with the possibility of risky investments
scientific article; zbMATH DE number 834210

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    Optimal per claim deductibility in insurance with the possibility of risky investments (English)
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    6 May 1996
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    optimal level of risky investment
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    compound Poisson random variable
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    decreasing absolute risk aversion
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    standard risk aversion
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    optimal level of deductibility
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