The solution of the optimal insurance problem with background risk

DOI10.1155/2019/2759398zbMath1410.91265OpenAlexW2933808075MaRDI QIDQ2422471

Yu-lian Fan

Publication date: 19 June 2019

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/2759398

zbMATH Keywords

background riskoptimal insurance

Mathematics Subject Classification ID

Related Items (3)

Structured reinsurance deals with reference to relative market performance ⋮ Optimal health insurance with constraints under utility of health, wealth and income ⋮ Optimal health insurance and trade-off between health and wealth

Cites Work

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• Optimal risk sharing with background risk
• Optimal insurance under multiple sources of risk with positive dependence
• Optimal insurance contract with stochastic background wealth
• CDF formulation for solving an optimal reinsurance problem

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