The optimal coinsurance rate under possibilistic risk can be approximated by one minus a risk-aversion adjusted ratio of expected loss to a variance-plus-loading term, generalizing an earlier result for a single utility operator.
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Expected utility operators and coinsurance problem
The optimal coinsurance rate under possibilistic risk can be approximated by one minus a risk-aversion adjusted ratio of expected loss to a variance-plus-loading term, generalizing an earlier result for a single utility operator.