Pareto-optimal insurance contracts with premium budget and minimum charge constraints

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Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Asimit, Alexandru V. (VerfasserIn)
Weitere Verfasser: Cheung, Ka Chun (VerfasserIn), Chong, Wing Fung (VerfasserIn), Hu, Junlei (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Bargaining power > Minimum charge > Optimal insurance contract design > Pareto optimality > Premium budget > Proportional Hazard Transformation > Tail Value-at-Risk > Value-at-Risk > Aufsatz in Zeitschrift
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