Optimal insurance under the insurer's risk constraint

Insurance: Mathematics and Economics

Volumn 42, Issue 3, 2008, Pages 992-999

  Zhou, Chunyang ^a   Wu, Chongfeng ^a  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

Author keywords

Expected loss; Optimal insurance; Risk constraint

Indexed keywords

EID: 43849084048     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.11.005     Document Type: Article

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