Possibilistic risk aversion and coinsurance problem |
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| Authors: | Irina Georgescu |
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| Affiliation: | 1. Department of Economic Cybernetics, Academy of Economic Studies, Piat?a Romana No. 6 R 70167, Oficiul Postal 22, Bucharest, Romania
2. Department of Quantitative Methods, Universidad Loyola-Andalucia, C/Escritor Castilla Aguayo 4, 14004, Cordoba, Spain
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| Abstract: | The coinsurance problem is an important topic in insurance decisions. A risk-averse agent should choose a coinsurance rate maximizing the expected final wealth. In this paper, we propose a possibilistic model of coinsurance problem. A decision problem whose solution is the optimal coinsurance is formulated. Some of its properties, the calculation modality and its behavior towards the changes of risk aversion are studied. |
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