Prices on Information and Stochastic Insurance Models

Evstigneev IV (1985). Prices on Information and Stochastic Insurance Models. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-85-023

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Abstract

This paper is closely connected with the studies on decision making under uncertainty, particularly with the stochastic optimization problems that are investigated in the Adaptation and Optimization Project of the System and Decision Sciences Program.

The paper deals with some economic models in which it appears possible to formalize the notion of the price on information concerning the problem parameters. Insurance models under uncertainty are studied here with more detail.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:56
Last Modified: 06 Nov 2016 08:05
URI: http://pure.iiasa.ac.at/2725

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