Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903)

Making intensively use of the interplay of maximizing the expected utility and different stochastic orders the authors succeed to generalize under conditions (comonotonicity, measurability, convexity, independencies) results of \textit{K. C. Cheung} [Insur. Math. Econ. 41, No. 3, 382--391 (2007; Zbl 1141.91560)] and \textit{L. Hua} and \textit{K. C. Cheung} [Insur. Math. Econ. 42, No. 3, 865--872 (2008; Zbl 1141.91517)] .