Optimal insurance contract with stochastic background wealth
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Publication:2868602
DOI10.1080/03461238.2011.574347zbMath1282.91153OpenAlexW2128016781MaRDI QIDQ2868602
Hung-Hsi Huang, Ching-Ping Wang, Yung-Ming Shiu
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.574347
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Related Items (4)
Optimal insurance design in the presence of exclusion clauses ⋮ The solution of the optimal insurance problem with background risk ⋮ Optimal health insurance and trade-off between health and wealth ⋮ OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK
Cites Work
- The optimal insurance contract in a competitive market
- Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions
- A note on optimal insurance in the presence of a nonpecuniary background risk
- Optimal insurance design with random initial wealth
- Optimal risk sharing with background risk
- Multiplicative Background Risk
- Risk Vulnerability and the Tempering Effect of Background Risk
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