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

DOI10.1016/0167-6687(90)90001-TzbMATH Open0717.62101OpenAlexW2005808735MaRDI QIDQ2638705FDOQ2638705

Authors: Charles S. Tapiero, Laurent L. Jacque 

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

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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)

Cites Work

• Title not available (Why is that?)
• An Analysis of the Principal-Agent Problem
• Title not available (Why is that?)
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• Premium valuation in international insurance

Cited In (3)

• 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

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