Ben-Israel, Adi; Ben-Tal, Aharon - In: Mathematical Methods of Operations Research 46 (1997) 1, pp. 51-85
<Subscript>U</Subscript> was studied elsewhere, and applied to production, investment and insurance problems. Here we study the … stock levels and order sizes) andoptimal insurance coverage, a problem stated as a game between the insurance company … (setting the premiums) and the buyer of insurance, maximizing the RCE of his coverage. Copyright Physica-Verlag 1997 …
