INDEX INSURANCE DESIGN

DOI10.1017/ASB.2019.5zbMath1410.91293OpenAlexW2922973825MaRDI QIDQ5379416

Chengguo Weng, Ken Seng Tan, Jinggong Zhang

Publication date: 29 May 2019

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/10356/144207

zbMATH Keywords

utility maximizationbasis riskindex insuranceODE methodinsurance subsidiary

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (2)

The effect of risk constraints on the optimal insurance policy ⋮ Empirical tail risk management with model-based annealing random search

Cites Work

• Unnamed Item
• Securitization of catastrophe mortality risks
• Optimal risk sharing with background risk
• Optimal reinsurance subject to Vajda condition
• Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach

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