Comonotonicity and Pareto optimality, with application to collaborative insurance

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

doi:10.1016/j.insmatheco.2024.11.001

ScienceGate Book Chapters

JOURNAL ARTICLE

Comonotonicity and Pareto optimality, with application to collaborative insurance

Michel Denuit Jan Dhaene Mario Ghossoub Christian Y. Robert

Year: 2024 Journal: Insurance Mathematics and Economics Vol: 120 Pages: 1-16 Publisher: Elsevier BV

DOI: 10.1016/j.insmatheco.2024.11.001

Get Full-Text PDF Get Analytical Report

Keywords:

Pareto principle Pareto optimal Actuarial science Computer science Economics Business Mathematical optimization Mathematics Multi-objective optimization

Metrics

Cited By

15.56

FWCI (Field Weighted Citation Impact)

Refs

0.98

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Insurance and Financial Risk Management

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

Comonotonicity and Pareto optimality, with application to collaborative insurance

Metrics

Citation History

Topics

Related Documents

Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance

Robust and Pareto Optimality of Insurance Contracts

Robust and Pareto optimality of insurance contracts

Pareto Optimality for Fairness-constrained Collaborative Filtering

Pareto Optimality and Equilibrium in an Insurance Market