On convex principles of premium calculation
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Publication:1067339
DOI10.1016/0167-6687(85)90014-9zbMath0579.62090OpenAlexW2080427196MaRDI QIDQ1067339
Olivier Deprez, Hans U. Gerber
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90014-9
utilityequilibriaPareto-optimalityrisk theoryquotasconvex premium calculation principleoptimal cooperation
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