Blar i NHH Brage på emneord "reinsurance model"
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Existence And Uniqueness Of Equilibrium In a Reinsurance Syndicate
(Journal article; Peer reviewed, 2010)In this paper we consider a reinsurance syndicate, assuming that Pareto optimal allocations exist. Under a continuity assumption on preferences, we show that a competitive equilibrium exists and is unique. Our conditions ... -
Existence and uniqueness of equilibrium in a reinsurance syndicate
(Discussion paper, Working paper, 2008-07)In this paper we consider a reinsurance syndicate, assuming that Pareto optimal allocations exist. Under a continuity assumption on preferences, we show that a competitive equilibrium exists and is unique. Our conditions ... -
Perspectives of risk sharing
(Discussion paper, Working paper, 2000-05)In this paper we present an overview of the standard risk sharing model of insurance. We discuss and characterize a competitive equilibrium, Pareto optimality, and representative agent pricing, including its implications ...