Robust insurance mechanisms and the shadow prices of information constraints
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Publication:1302369
DOI10.1155/S1173912699000061zbMath0933.91018OpenAlexW1971171323MaRDI QIDQ1302369
Willem K. Klein Haneveld, Igor V. Evstigneev, Leonard J. Mirman
Publication date: 22 September 1999
Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120177
value of informationinsuranceriskdecision-making under uncertaintyrandom eventsconvex stochastic optimizationdecisionsstochastic Lagrange multipliers
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