چکیده: (2819 مشاهده)
In this paper, we study the problem of optimal allocation of insurance layers for a portfolio of i.i.d exponential risks. Using the first stochastic dominance criterion, we obtain an optimal allocation for the total retain risks faced by a policyholder. This result partially generalizes the known result in the literature for deductible as well as policy limit coverages.
نوع مطالعه:
Original Paper |
موضوع مقاله:
62Axx: Foundations دریافت: 1396/7/17 | پذیرش: 1396/12/10 | انتشار: 1396/12/10