Optimal Saving and Insurance under Generalized Mean-Variance Preferences


We analyze the optimal insurance demand in a dynamic setup with two periods. In addition to the possibility to insure against losses, the investor is allowed to transfer wealth via savings. To economically interpret the... [ view full abstract ]


  1. Nicole Branger (University of Muenster)
  2. Antje Mahayni (University of Duisburg-Essen)
  3. Nikolaus Schweizer (Univfersity of Tilburg)
  4. Cathleen Sende (University of Duisburg-Essen)

Topic Areas

Insurance , Mean-Variance , Risk Management


MO-P-B1 » Insurance (14:30 - Monday, 16th July, Beckett 1)

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