Optimal insurance design under belief-dependent utility and ambiguity

DOI10.1007/s11579-023-00349-5MaRDI QIDQ6146115

Yu-lian Fan

Publication date: 10 January 2024

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

ambiguitypremiumoptimal insurance designindemnitybelief-dependent utility (BDU)

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• A Smooth Model of Decision Making under Ambiguity

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