Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework (Q6199430)
From MaRDI portal
scientific article; zbMATH DE number 7809142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework |
scientific article; zbMATH DE number 7809142 |
Statements
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework (English)
0 references
23 February 2024
0 references
mean-variance criterion
0 references
claim risk sharing strategy
0 references
reinsurance price
0 references
investment
0 references
competition
0 references
relative performance
0 references
