Optimal insurance design under a value-at-risk framework

GENEVA Risk and Insurance Review

Volumn 30, Issue 2, 2005, Pages 161-179

  Wang, Ching Ping ^a   Shyu, David ^b   Huang, Hung Hsi ^c  

^a I SHOU UNIVERSITY   (Taiwan)

^b NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

^c SOUTHERN TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Coinsurance; Deductible; Optimal insurance; Policy limit; Value at risk

Indexed keywords

EID: 29144494080     PISSN: 1554964X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10713-005-4677-0     Document Type: Article

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