RT Monograph
SR 00
A1 Pflug, G.C.
T1 Risk-Reshaping Contracts and Stochastic Optimization
YR 1996
FD 1996-12
SP 24
AB 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
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4886/