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Characterizations of optimal reinsurance treaties: a cost-benefit approach - MaRDI portal

Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448)

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scientific article; zbMATH DE number 6903649
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English
Characterizations of optimal reinsurance treaties: a cost-benefit approach
scientific article; zbMATH DE number 6903649

    Statements

    title
    Characterizations of optimal reinsurance treaties: a cost-benefit approach (English)
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    author
    Ka Chun Cheung
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    Ambrose Lo
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    publication date
    13 July 2018
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    zbMATH Keywords
    risk-adjusted liability
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    risk margin
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    premium constraint
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    VaR
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    TVaR
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    Wang's premium
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    actuarial pricing principle
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    1-Lipschitz
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    Identifiers

    zbMATH DE Number
    6903649
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    OpenAlex ID
    W2338679625
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