Premium allocation and risk avoidance in a large firm: A continuous model (Q2638705)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Premium allocation and risk avoidance in a large firm: A continuous model |
scientific article; zbMATH DE number 4182672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Premium allocation and risk avoidance in a large firm: A continuous model |
scientific article; zbMATH DE number 4182672 |
Statements
Premium allocation and risk avoidance in a large firm: A continuous model (English)
0 references
1990
0 references
risk pooling
0 references
multidivisional firm
0 references
risk avoidance
0 references
information asymmetry
0 references
intra-corporate conceptual framework
0 references
premium allocation
0 references
continuous stochastic processes
0 references
principal-agent framework
0 references
risk aggregation
0 references
partial information
0 references
claims
0 references
loss prevention
0 references
0.7264119386672974
0 references
0.710870623588562
0 references
0.7094812393188477
0 references
0.6928713917732239
0 references
