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OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION - MaRDI portal

OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551)

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scientific article; zbMATH DE number 7400644
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English
OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION
scientific article; zbMATH DE number 7400644

    Statements

    title
    OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (English)
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    author
    Tim J. Boonen
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    Yiying Zhang
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    publication date
    24 September 2021
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    zbMATH Keywords
    optimal reinsurance
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    asymmetric information
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    individual rationality
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    incentive compatibility
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    distortion risk measure
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    cites work

    Identifiers

    DOI
    10.1017/asb.2021.8
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    zbMATH DE Number
    7400644
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    OpenAlex ID
    W3143065896
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