TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4886
UR  - https://pure.iiasa.ac.at/id/eprint/4886/
A1  - Pflug, G.C.
Y1  - 1996/12//
N2  - Insurance contracts and lotteries are just the opposite sides of the same coin: These are contracts, which allow to reshape an uncertain financial position by exchanging risks between two contractors. In this paper, we discuss some basic problems of operations research which are connected with such kind of contracts.
PB  - WP-96-142
M1  - working_paper
TI  - Risk-Reshaping Contracts and Stochastic Optimization
AV  - public
EP  - 24
ER  -