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Optimal reinsurance for both an insurer and a reinsurer under general premium principles - MaRDI portal

Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950)

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Optimal reinsurance for both an insurer and a reinsurer under general premium principles
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    Optimal reinsurance for both an insurer and a reinsurer under general premium principles (English)
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    25 April 2022
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    optimal reinsurance
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    value-at-risk
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    change-loss reinsurance
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    layer reinsurance
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    quota-share reinsurance with a limit
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