Robust insurance mechanisms and the shadow prices of information constraints.

Evstigneev, I.V., Klein Haneveld, W.K., and Mirman, L.J.. "Robust insurance mechanisms and the shadow prices of information constraints.." Journal of Applied Mathematics and Decision Sciences 3.1 (1999): 85-128. <http://eudml.org/doc/120177>.

@article{Evstigneev1999,
author = {Evstigneev, I.V., Klein Haneveld, W.K., Mirman, L.J.},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {decisions; risk; value of information; convex stochastic optimization; stochastic Lagrange multipliers; decision-making under uncertainty; random events; insurance},
language = {eng},
number = {1},
pages = {85-128},
publisher = {Hindawi Publishing Corporation, New York},
title = {Robust insurance mechanisms and the shadow prices of information constraints.},
url = {http://eudml.org/doc/120177},
volume = {3},
year = {1999},
}

TY - JOUR
AU - Evstigneev, I.V.
AU - Klein Haneveld, W.K.
AU - Mirman, L.J.
TI - Robust insurance mechanisms and the shadow prices of information constraints.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 1999
PB - Hindawi Publishing Corporation, New York
VL - 3
IS - 1
SP - 85
EP - 128
LA - eng
KW - decisions; risk; value of information; convex stochastic optimization; stochastic Lagrange multipliers; decision-making under uncertainty; random events; insurance
UR - http://eudml.org/doc/120177
ER -