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Existence And Uniqueness Of Equilibrium In a Reinsurance Syndicate

dc.contributor.authorAase, Knut K.
dc.date.accessioned2015-09-09T10:43:40Z
dc.date.accessioned2015-09-14T10:43:58Z
dc.date.available2015-09-09T10:43:40Z
dc.date.available2015-09-14T10:43:58Z
dc.date.issued2010
dc.identifier.citationAstin Bulletin : Actuarial Studies in Non-Life Insurance 2010, 40(2):491-517nb_NO
dc.identifier.issn0515-0361
dc.identifier.urihttp://hdl.handle.net/11250/299690
dc.description-This is the author's version of the article.nb_NO
dc.description.abstractIn 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 allow for risks that are not bounded, and we show that the most standard models satisfy our set of sufficient conditions, which are thus not too restrictive. Our approach is to transform the analysis from an infinite dimensional to a finite dimensional setting.nb_NO
dc.language.isoengnb_NO
dc.publisherPeeters Online Journalsnb_NO
dc.subjectexistence of equilibriumnb_NO
dc.subjectuniqueness of equilibriumnb_NO
dc.subjectPareto optimalitynb_NO
dc.subjectreinsurance modelnb_NO
dc.subjectsyndicate theorynb_NO
dc.subjectrisk tolerancenb_NO
dc.subjectexchange economynb_NO
dc.subjectprobability distributionsnb_NO
dc.subjectWalras’ lawnb_NO
dc.titleExistence And Uniqueness Of Equilibrium In a Reinsurance Syndicatenb_NO
dc.typeJournal articlenb_NO
dc.typePeer reviewed
dc.date.updated2015-09-09T10:43:40Z
dc.source.pagenumber491-517nb_NO
dc.source.volume40nb_NO
dc.source.journalAstin Bulletin : Actuarial Studies in Non-Life Insurancnb_NO
dc.source.issue2nb_NO
dc.identifier.doi10.2143/AST.40.2.2061125
dc.identifier.cristin827881


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