Jia‐An Yan

Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences

Professor

Zhong-Guan-Cun-Dong-Lu 55

Beijing, 100190

China

SCHOLARLY PAPERS

1

DOWNLOADS

416

SSRN CITATIONS
Rank 17,632

SSRN RANKINGS

Top 17,632

in Total Papers Citations

12

CROSSREF CITATIONS

50

Scholarly Papers (1)

Optimal Insurance Design Under Rank-Dependent Expected Utility

Number of pages: 42 Posted: 11 Jul 2011 Last Revised: 11 Dec 2012
Grenoble Ecole de Management, The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 416 (86,095)
Citation 4

Abstract:

Loading...

optimal insurance design, rank-dependent expected utility, inverse-S shaped probability distortion, indemnity, quantile formulation, deductible

Optimal Insurance Design Under Rank‐Dependent Expected Utility

Mathematical Finance, Vol. 25, Issue 1, pp. 154-186, 2015
Number of pages: 33 Posted: 17 Jan 2015
Grenoble Ecole de Management, Columbia University, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 0
Citation 13
  • Add to Cart

Abstract:

Loading...

optimal insurance design, rank‐dependent expected utility, inverse‐S shaped probability distortion, indemnity, quantile formulation, deductible