JOURNAL ARTICLE

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

Alexandru V. AsimitKa Chun CheungWing Fung ChongJunlei Hu

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

Metrics

16
Cited By
1.67
FWCI (Field Weighted Citation Impact)
44
Refs
0.85
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

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

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