Insuring a risky investment project

DOI10.1016/J.INSMATHECO.2007.03.003zbMath1141.91529OpenAlexW3123045631MaRDI QIDQ939366

Richard Watt, Henri Loubergé

Publication date: 22 August 2008

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

Full work available at URL: https://archive-ouverte.unige.ch/unige:77614

zbMATH Keywords

normalityrisk aversionGiffen goodactuarially fair premiuminsurance coverage

Mathematics Subject Classification ID

Related Items (4)

Optimization problems of excess-of-loss reinsurance and investment under the CEV model ⋮ Optimal insurance in the presence of insurer's loss limit ⋮ Optimal reinsurance and investment policies with the CEV stock market ⋮ Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition

Cites Work

• Unnamed Item
• Insurance and saving: some further results
• The interaction between the demands for insurance and insurable assets
• Risk Aversion in the Small and in the Large

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