Finding Pareto Optimal Insurance Contracts

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4686 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4686 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4686 archive 351 disk0/00/00/62/12 2016-01-15 02:12:45 2021-08-27 17:17:16 2016-01-15 02:12:45 monograph show 3 Ermoliev Y.M. 1445 Flam S.D. 8081 Finding Pareto Optimal Insurance Contracts pub iis_ecn iis_mod iis_rsk prog_ins prog_rms This note deals with on-line computation or learning of Pareto optimal insurance contracts. We account for the fact that the loss distribution often is unknown, unavailable, or intractable. Alternatively, the contracting parties could be inexperienced. In both cases loses must be simulated or observed, one at a time, these causing iterated revision of the premium. The mechanical nature of probability calculus thus yields to more tentative procedure, possibly closer to how humans operate or reason in face of risk. Emphasized here is the remarkable simplicity and stability of the resulting procedures. Special attention goes to catastrophic risks and subsidized insurance. 2000-06 published IR-00-033 IR-00-033 338 1255 public interim_report IIASA, Laxenburg, Austria 14 FALSE info:eu-repo/semantics/book