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Chains of reinsurance: Non-cooperative equilibria and pareto optimality

✍ Scribed by L. d'Ursel; M. Lauwers

Book ID
107918841
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
642 KB
Volume
4
Category
Article
ISSN
0167-6687

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πŸ“œ SIMILAR VOLUMES

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For the subclass of reinsurance contracts with maximum deductible contained in the class of all bivariate comonotonic riskexchange structures associated to a given risk, we consider optimality with respect to a long-term actuarial mean self-financing property and competitiveness of the insurance pre