Optimum insurance contracts with background risk and higher-order risk attitudes
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180031069 | ||
| 003 | MAP | ||
| 005 | 20181108183136.0 | ||
| 008 | 181107e20180903gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a13 | ||
| 100 | $0MAPA20110012106$aChi, Yichun | ||
| 245 | 1 | 0 | $aOptimum insurance contracts with background risk and higher-order risk attitudes$cYichun Chi, Wei Wei |
| 520 | $aThis paper studies an optimal insurance problem in the presence of background risk from the perspective of an insured with higher-order risk attitudes. It introduces several useful dependence notions to model positive dependence structures between the insurable risk and background risk. Under these dependence structures, it compares insurance contracts of different forms in higher order risk attitudes and establishes the optimality of stop-loss insurance form. It also explicitly derives the optimal retention level. Finally, it carries out a comparative analysis and investigates how the change in the insured's initial wealth or background risk affects the optimal retention level. | ||
| 650 | 4 | $0MAPA20080586294$aMercado de seguros | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080584290$aContrato de seguro | |
| 700 | 1 | $0MAPA20180014345$aWei, Wei | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1025-1048 |