Optimal insurance design under Vajda condition and exclusion clauses

DOI10.1080/03610926.2020.1860223OpenAlexW3118487783MaRDI QIDQ5096008

Hu, Yijun, Yan-Hong Chen

Publication date: 12 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1860223

zbMATH Keywords

risk measurevalue at riskcost of capitaltail value at riskVajda conditionoptimal insurance with exclusion clauses

Mathematics Subject Classification ID

Cites Work

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