Comonotonicity and Pareto optimality, with application to collaborative insurance
Michel Denuit, Jan Dhaene, Mario Ghossoub, Christian Y. Robert
| Year of publication: |
2025
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|---|---|
| Authors: | Denuit, Michel ; Dhaene, Jan ; Ghossoub, Mario ; Robert, Christian Yann |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 120.2025, p. 1-16
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| Subject: | Comonotonicity | Convex order | Convex order improvement | Pareto optimality | Peer-to-peer insurance | Risk sharing | Theorie | Theory | Pareto-Optimum | Pareto efficiency | Risikomodell | Risk model | Risiko | Risk | Versicherung | Insurance | Wohlfahrtsökonomik | Welfare economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015431877