Optimal reinsurance with general risk measures

DOI10.1016/j.insmatheco.2008.11.008zbMath1162.91394OpenAlexW2080381237MaRDI QIDQ1023098

Beatriz Balbás, Antonio Heras, Alejandro Balbas

Publication date: 10 June 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/6497

zbMATH Keywords

optimality conditionsoptimal reinsurancerisk measure and deviation measure

Mathematics Subject Classification ID

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