Pareto-Optimal Profit-Sharing

Martina Vandebroek

ASTIN Bulletin, 1988, vol. 18, issue 1, 47-55

Abstract: The Pareto-optimal design for profit-sharing is derived under general assumptions as to the utility function of both the insured and the insurer. This generalizes the result of Jones and Gerber and explains commonly used dividend formulas in terms of risk aversion.

Date: 1988
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