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Optimal insurance strategies in a risk process with restrictions on policyholder risks

✍ Scribed by A. Yu. Golubin; V. N. Gridin

Book ID
110153179
Publisher
SP MAIK Nauka/Interperiodica
Year
2010
Tongue
English
Weight
213 KB
Volume
71
Category
Article
ISSN
0005-1179

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Ross and McWhirter (Ross and McWhirter, 1991. Unpublished paper) and Berketi and Macdonald (Berketi and Macdonald, 1999. Insurance: Mathematics and Economics 24, 117-138) showed that diversifying insolvency risk results in a substantial cost to the policyholders in terms of reduction in their expec