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OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK - MaRDI portal

OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK (Q5152553)

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scientific article; zbMATH DE number 7400646
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OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK
scientific article; zbMATH DE number 7400646

    Statements

    title
    OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK (English)
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    author
    Yichun Chi
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    Ken Seng Tan
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    publication date
    24 September 2021
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    zbMATH Keywords
    background risk
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    conditional expectation function
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    incentive compatibility
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    mean-variance preference
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    optimal insurance design
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    Identifiers

    DOI
    10.1017/asb.2021.7
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    zbMATH DE Number
    7400646
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    OpenAlex ID
    W3142295492
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