Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset

DOI10.1016/0167-6687(85)90015-0zbMath0571.62096OpenAlexW2090453337MaRDI QIDQ1061442

Yoram Kroll, Yehuda Kahane

Publication date: 1985

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(85)90015-0

zbMATH Keywords

correlationportfolioCapital Assets Pricing Modeloptimal insurance policyproportional insurancereward to variability conceptrisk loadingrisk-free asset

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Unnamed Item
• Efficiency analysis of deductible insurance policies
• Stochastic ordering of risk/insurance exchanges

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