Optimal basis risk weighting in expectile-based parametric insurance exists and is unique under boundary conditions in a utility-maximization framework, with a link to separability in location-scale distributions.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.AP 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Optimal basis risk weighting in expectile-based parametric insurance
Optimal basis risk weighting in expectile-based parametric insurance exists and is unique under boundary conditions in a utility-maximization framework, with a link to separability in location-scale distributions.