On the cost of risk misspecification in insurance pricing

DOI10.1007/s42081-024-00256-zMaRDI QIDQ6670104

L. Wilhelmy, Hansjoerg Albrecher, Dina Finger

Publication date: 22 January 2025

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

adverse selectionmean-variance optimizationrisk classificationinsurance pricingmisspecification errors

Mathematics Subject Classification ID

Statistics (62-XX)

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