Séminaire du CIMMUL – Mario Ghossoub
Bowley vs. Pareto Optima in Reinsurance Contracting Mario Ghossoub Professeur Statistics and Actuarial Science, University of Waterloo Résumé The notion of a Bowley optimum has gained recent popularity as an equilibrium concept in problems of risk sharing and optimal reinsurance. In this paper, we examine the relationship between Bowley optimality and Pareto efficiency in a […]