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]
@article{CaoLYZ24,
title = {Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional},
author = {Jingyi Cao and Dongchen Li and Virginia R. Young and Bin Zou 0005},
year = {2024},
month = {March},
doi = {10.1137/23m1601237},
url = {https://doi.org/10.1137/23m1601237},
researchr = {https://researchr.org/publication/CaoLYZ24},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {15},
number = {1},
pages = {15},
}