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Finding Pareto Optimal Insurance Contracts

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Author Info
Ermoliev, Y.M.
Flam, S.D.

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Abstract

This note deals with on-line computatin of learning of Pareto optimal insurance contracts. We account for the fact that the loss distribution often is unknown, unavailable, or intractable. Alternatively, the contracting parties could be inexperienced. In both cases losses must be simulated of observed, on at a time, these causing iterated revisions of the premium.

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Publisher Info
Paper provided by Department of Economics, University of Bergen in its series Norway; Department of Economics, University of Bergen with number 0501.

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Length: 11 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:fth:bereco:0501

Contact details of provider:
Postal: Department of Economics, University of Bergen Fosswinckels Gate 6. N-5007 Bergen, Norway
Phone: (+47)55589200
Fax: (+47)55589210
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Web page: http://www.uib.no/econ/
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Related research
Keywords: INSURANCE ; CONTRACTS ; RISK;

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Find related papers by JEL classification:
L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Doherty, Neil A & Schlesinger, Harris, 1983. "Optimal Insurance in Incomplete Markets," Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 1045-54, December. [Downloadable!] (restricted)
  2. Ermoliev, Yuri M. & Norkin, Vladimir I., 1997. "On nonsmooth and discontinuous problems of stochastic systems optimization," European Journal of Operational Research, Elsevier, vol. 101(2), pages 230-244, September. [Downloadable!] (restricted)
  3. Raviv, Artur, 1979. "The Design of an Optimal Insurance Policy," American Economic Review, American Economic Association, vol. 69(1), pages 84-96, March. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Pincheira, Pablo & Zeuli, Kimberly, 2007. "Cooperatives and Area Yield Insurance:A Theoretical Analysis," MPRA Paper 6174, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-16.

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