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MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY - MaRDI portal

MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182)

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scientific article; zbMATH DE number 7540874
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English
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY
scientific article; zbMATH DE number 7540874

    Statements

    title
    MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (English)
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    author
    Tim J. Boonen
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    Wenjun Jiang
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    publication date
    13 June 2022
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    zbMATH Keywords
    optimal insurance
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    mean-variance optimization
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    counterparty risk
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    marginal indemnity function
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    cites work

    Identifiers

    DOI
    10.1017/asb.2021.36
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    zbMATH DE Number
    7540874
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    OpenAlex ID
    W4226388878
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