| Título | Possibilistic Risk Aversion and Coinsurance Problem |
|---|---|
| Autores | Georgescu, Irina |
| Publicación externa | No |
| Medio | Fuzzy Inf. Eng. |
| Alcance | Article |
| Naturaleza | Científica |
| Fecha de publicacion | 01/06/2013 |
| ISI | 000215343900007 |
| DOI | 10.1007/s12543-013-0136-2 |
| Abstract | The coinsurance problem is an important topic in insurance decisions. A risk-averse agent should choose a coinsurance rate maximizing the expected final wealth. In this paper, we propose a possibilistic model of coinsurance problem. A decision problem whose solution is the optimal coinsurance is formulated. Some of its properties, the calculation modality and its behavior towards the changes of risk aversion are studied. |
| Palabras clave | Possibilistic risk aversion; Coinsurance rate; Risk premium |
| Miembros de la Universidad Loyola |
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