Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional

Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou 0005. Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional. SIAM J. Financial Math., 15(1):15, March 2024. [doi]

Authors

Jingyi Cao

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Dongchen Li

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Virginia R. Young

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Bin Zou 0005

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