Optimal insurance under rank-dependent expected utility

Ghossoub, M

Ghossoub, M (reprint author), Univ Waterloo, Dept Stat & Actuarial Sci, 200 Univ Ave W, Waterloo, ON N2L 3G1, Canada.

INSURANCE MATHEMATICS & ECONOMICS, 2019; 87 (): 51

Abstract

We re-visit the problem of optimal insurance design under Rank-Dependent Expected Utility (RDEU) examined by Bernard et al. (2015), Xu (2018), and Xu ......

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