Risk exchange I: A unification of some existing results

DOI10.1080/03461238.1992.10413895zbMath0758.90014OpenAlexW2321077762MaRDI QIDQ4025273

Greg Taylor

Publication date: 18 February 1993

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1992.10413895

zbMATH Keywords

Pareto-optimalrisk exchangeBowley solution

Mathematics Subject Classification ID

Related Items (9)

Perspectives of Risk Sharing ⋮ A note on experience rating, reinsurance and premium principles ⋮ PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ⋮ Portfolio risk analysis of excess of loss reinsurance ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Bowley vs. Pareto optima in reinsurance contracting ⋮ Distribution-free comparison of pricing principles. ⋮ Ordering risks: expected utility theory versus Yaari's dual theory of risk ⋮ Utility Functions

Cites Work

• Unnamed Item
• On convex principles of premium calculation
• Stability in Recurrence Systems whose Recurrence Relations Possess a Certain Positivity Property
• Equilibrium in a Reinsurance Market

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