Competitive equilibrium on risk exchanges: A constrained market approach

DOI10.1016/0167-6687(84)90058-1zbMATH Open0542.62088OpenAlexW2038365906MaRDI QIDQ795461FDOQ795461

Flavio Pressacco

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90058-1

zbMATH Keywords

competitive equilibriapremium principleconstrained marketcontingent coveringsrisk exchanges

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) General equilibrium theory (91B50)

Cites Work

• Title not available (Why is that?)
• Equilibrium in a Reinsurance Market
• A new premium calculation principle based on Orlicz norms
• Title not available (Why is that?)
• Additive values and market equilibrium
• Title not available (Why is that?)
• On the representation of additive principles of premium calculation
• Convexity Inequalities for the Swiss premium

Cited In (2)

• Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
• Allocation of risks and equilibrium in markets with finitely many traders

   Recommendations

• Title not available (Why is that?) 👍 👎
• Equilibria in a mixed financial-reinsurance market with constrained trading possibilities 👍 👎
• Risk exchange I: A unification of some existing results 👍 👎
• Allocation of risks and equilibrium in markets with finitely many traders 👍 👎
• Perspectives of Risk Sharing 👍 👎

This page was built for publication: Competitive equilibrium on risk exchanges: A constrained market approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q795461)