Optimal insurance under rank-dependent expected utility
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Publication:2421395
DOI10.1016/j.insmatheco.2019.04.005zbMath1410.91266OpenAlexW2923640833MaRDI QIDQ2421395
Publication date: 17 June 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.04.005
Choquet integralambiguityrank-dependent utilitynon-additive probabilityprobability distortionoptimal insurancedeductible contract
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