Possibilistic risk aversion and coinsurance problem

Irina Georgescu

Fuzzy Information and Engineering, 2013, vol. 5, issue 2, 221-233

Abstract: Abstract The coinsurance problem is an important topic in insurance decisions. A risk-averse agent should choose a coinsurance rate maximizing the expected final wealth. In this paper, we propose a possibilistic model of coinsurance problem. A decision problem whose solution is the optimal coinsurance is formulated. Some of its properties, the calculation modality and its behavior towards the changes of risk aversion are studied.

Keywords: Possibilistic risk aversion; Coinsurance rate; Risk premium (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s12543-013-0136-2

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