Flavio Pressacco

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The paper concerns optimal mean-variance proportional reinsurance under group correlation. In order to solve the corresponding constrained quadratic optimization problem, we make large recourse both to the smart friendly technique originally proposed by B. de Finetti in his pioneering paper and to the well known Karush-Kuhn-Tucker conditions for constrained(More)
In a vintage paper concerning Parsimonious games, a subset of constant sum homogeneous weighted majority games, Isbell introduced a twin relationship based on transposition properties of the incidence matrices upon minimal winning coalitions of such games. A careful investigation of such properties allowed the discovery of some results on twin games(More)
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