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The design of optimal insurance contracts without the non-negativity constraint on claims

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  • GOLLIER, Christian

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  • GOLLIER, Christian, 1987. "The design of optimal insurance contracts without the non-negativity constraint on claims," LIDAM Reprints CORE 767, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:767
    DOI: 10.1007/978-94-010-0642-2_3
    Note: In : The Journal of Risk and Insurance, 54(2), 314-324, 1987
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    Cited by:

    1. Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
    2. Ching-Ping Wang & Hung-Hsi Huang, 2012. "Optimal insurance contract and coverage levels under loss aversion utility preference," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1615-1628, October.

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