Pareto-optimal insurance contracts with premium budget and minimum charge constraints

Alexandru V. Asimit; Ka Chun Cheung; Wing Fung Chong; Junlei Hu

doi:10.1016/j.insmatheco.2020.08.001

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Pareto-optimal insurance contracts with premium budget and minimum charge constraints

Alexandru V. Asimit Ka Chun Cheung Wing Fung Chong Junlei Hu

Year: 2020 Journal: Insurance Mathematics and Economics Vol: 95 Pages: 17-27 Publisher: Elsevier BV

DOI: 10.1016/j.insmatheco.2020.08.001

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Keywords:

Indemnity Pareto principle Auto insurance risk selection Insurance policy Microeconomics Economics Pareto optimal Payment Insurance premium Actuarial science Schedule Value (mathematics) Expected utility hypothesis Casualty insurance Multi-objective optimization Mathematical economics Computer science Finance Mathematical optimization Mathematics Operations management

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Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Pareto-optimal insurance contracts with premium budget and minimum charge constraints

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