We consider n risks X 1 , X 2 , … , X n insured by a layer coverage with deductibles and limits given by ( d 1 , l… Click to show full abstract
We consider n risks X 1 , X 2 , … , X n insured by a layer coverage with deductibles and limits given by ( d 1 , l 1 ) , … , ( d n , l n ) , respectively. We investigate the optimal allocation of i...
               
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