Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset

Insurance: Mathematics and Economics - Tập 4 - Trang 191-199 - 1985
Yehuda Kahane1
1Faculty of Management, Tel Aviv University, Tel Aviv, Israel

Tài liệu tham khảo

Buser, 1984

Doherty, 1985, Efficient insurance buying strategies for portfolios of risky assets, The Journal of Risk and Insurance

Kahane, 1979, The theory of insurance risk premium — A re-examination in light of recent developments in capital market theory, Astin Bulletin, 10.1017/S051503610000653X

Schlesinger, 1982