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Bowley reinsurance with asymmetric information on the insurer's risk preferences - MaRDI portal

Bowley reinsurance with asymmetric information on the insurer's risk preferences (Q4959370)

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scientific article; zbMATH DE number 7394549
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English
Bowley reinsurance with asymmetric information on the insurer's risk preferences
scientific article; zbMATH DE number 7394549

    Statements

    title
    Bowley reinsurance with asymmetric information on the insurer's risk preferences (English)
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    author
    Tim J. Boonen
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    Ka Chun Cheung
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    Yiying Zhang
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    publication date
    13 September 2021
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    zbMATH Keywords
    Bowley reinsurance
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    asymmetric information
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    general premium principle
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    distortion risk measure
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    value-at-risk
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    Identifiers

    zbMATH DE Number
    7394549
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    OpenAlex ID
    W3120363919
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