Browsing Norges Handelshøyskole by Journals "Astin Bulletin : Actuarial Studies in Non-Life Insuranc"
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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 ...