Competitive equilibrium on risk exchanges: A constrained market approach

DOI10.1016/0167-6687(84)90058-1MaRDI QIDQ795461zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• scientific article; zbMATH DE number 3198487 (Why is no real title available?)
• scientific article; zbMATH DE number 3086058 (Why is no real title available?)
• A new premium calculation principle based on Orlicz norms
• Additive values and market equilibrium
• Convexity Inequalities for the Swiss premium
• Equilibrium in a Reinsurance Market
• On the representation of additive principles of premium calculation

Cited in

(2)

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

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