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Document Details :

Title: Pareto-Optimal Profit-Sharing
Author(s): VANDEBROEK, Martina
Journal: ASTIN Bulletin
Volume: 18    Issue: 1   Date: April 1988   
Pages: 47-55
DOI: 10.2143/AST.18.1.2014959

Abstract :
The Pareto-optimal design for profit sharing is derived under general assumptions as to the utility function of both the insured and the insurer. This generalizes the result of Jones and Gerber and explains commonly used dividend formulas in terms of risk aversion.