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Avtomatika i Telemekhanika, 2005, Issue 3, Pages 97–104
(Mi at1344)
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Control in Social Economic Systems
Nonmanipulatable insurance mechanisms: A design method
I. A. Ageeva, T. I. Ovehinnikovab a Institute of Control Sciences, Russian Academy of Sciences
b Moscow State Institute of Steel and Alloys (Technological University)
Abstract:
Nonmanipulatable mechanisms for determining insurance penalty are studied under the assumption that insurance rates and reimbursements nonlinearly depend on the information supplied by insured parties on the probability of occurrence of an insured event. An optimal insurance mechanism by the maximum of the insurer aim function is determined.
Citation:
I. A. Ageev, T. I. Ovehinnikova, “Nonmanipulatable insurance mechanisms: A design method”, Avtomat. i Telemekh., 2005, no. 3, 97–104; Autom. Remote Control, 66:3 (2005), 427–433
Linking options:
https://www.mathnet.ru/eng/at1344 https://www.mathnet.ru/eng/at/y2005/i3/p97
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Statistics & downloads: |
Abstract page: | 156 | Full-text PDF : | 49 | References: | 51 | First page: | 1 |
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