Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims
type: Item
instance of: scholarly article
title: Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims
zbMATH Open document ID: 1290.91076
author: Daniel Burren
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6306900
zbMATH Keywords: welfare-maximizing risk capital
zbMATH Keywords: insurance demand
zbMATH Keywords: risk theory
zbMATH Keywords: optimal stochastic control
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.08.001
OpenAlex ID: W1995652375
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DOI: 10.1016/J.INSMATHECO.2013.08.001
description: scientific article; zbMATH DE number 6306900