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Budget-constrained optimal retention with an upper limit on the retained loss - MaRDI portal

Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772)

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scientific article; zbMATH DE number 7187555
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Budget-constrained optimal retention with an upper limit on the retained loss
scientific article; zbMATH DE number 7187555

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    Budget-constrained optimal retention with an upper limit on the retained loss (English)
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    7 April 2020
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    optimal insurance
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    retention function
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    deductible
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    heterogeneous beliefs
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    probability distortion
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    upper limit
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