Premium allocation and risk avoidance in a large firm: A continuous model

DOI10.1016/0167-6687(90)90001-TzbMath0717.62101OpenAlexW2005808735MaRDI QIDQ2638705

Laurent L. Jacque, Charles S. Tapiero

Publication date: 1990

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(90)90001-t

zbMATH Keywords

partial informationinformation asymmetryrisk aggregationrisk poolingclaimscontinuous stochastic processesrisk avoidancemultidivisional firmintra-corporate conceptual frameworkloss preventionpremium allocationprincipal-agent framework

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Related Items

Simple risk measure calculations for sums of positive random variables ⋮ Threshold control of mutual insurance with limited commitment ⋮ Modeling Surrender and Lapse Rates With Economic Variables

Cites Work

• Premium valuation in international insurance
• An Analysis of the Principal-Agent Problem
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