Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance

Michel Denuit; Jan Dhaene; Mario Ghossoub; Christian P. Robert

doi:10.2139/ssrn.4337038

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JOURNAL ARTICLE

Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance

Michel Denuit Jan Dhaene Mario Ghossoub Christian P. Robert

Year: 2023 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.4337038

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Keywords:

Pareto principle Actuarial science Pareto optimal Pareto analysis Operations research Business Economics Computer science Econometrics Mathematical optimization Multi-objective optimization Engineering Mathematics Operations management

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Insurance and Financial Risk Management

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance

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