Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation
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Publication:2138627
DOI10.1016/j.insmatheco.2022.03.002zbMath1491.91110OpenAlexW4220816271MaRDI QIDQ2138627
Jushen Zou, Zhihang Liang, Wenjun Jiang
Publication date: 12 May 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.03.002
individual rationalityadverse selectiondistortion risk measureoptimal insuranceseparation compatibility
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