An optimal insurance strategy for an individual under an intertemporal equilibrium

DOI10.1016/j.insmatheco.2007.02.005zbMath1141.91557OpenAlexW1987223515MaRDI QIDQ939360

Chunyang Zhou, Shengping Zhang, Chongfeng Wu, Xue-jun Huang

Publication date: 22 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.02.005

zbMATH Keywords

expected utilityput optionoptimal insurance strategy

Mathematics Subject Classification ID

Related Items (1)

Optimal insurance under the insurer's risk constraint

Cites Work

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• Optimal reinsurance under general risk measures
• Unifying framework for optimal insurance
• On convex principles of premium calculation
• Optimal insurance under Wang's premium principle.
• Optimal insurance and generalized deductibles
• Put Option Premiums and Coherent Risk Measures
• Equilibrium in a Reinsurance Market

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