Premium allocation and risk avoidance in a large firm: A continuous model (Q2638705): Difference between revisions

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Latest revision as of 09:22, 30 July 2024

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Premium allocation and risk avoidance in a large firm: A continuous model
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    Premium allocation and risk avoidance in a large firm: A continuous model (English)
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    1990
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    risk pooling
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    multidivisional firm
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    risk avoidance
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    information asymmetry
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    intra-corporate conceptual framework
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    premium allocation
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    continuous stochastic processes
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    principal-agent framework
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    risk aggregation
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    partial information
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    claims
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    loss prevention
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