Georgescu, Irina
No
Fuzzy Inf. Eng.
Article
Científica
01/06/2013
000215343900007
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.
Possibilistic risk aversion; Coinsurance rate; Risk premium