On the small risk approximation

DOI10.1016/0167-6687(86)90040-5zbMath0602.62093OpenAlexW2019691836MaRDI QIDQ1082024

Bart Heijnen, Hans U. Gerber

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0167-6687(86)90040-5

zbMATH Keywords

equilibriumsmall riskchains of reinsuranceBowley solutionPareto optimal risk exchangesreinsurer's monopoly

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16) General equilibrium theory (91B50)

Related Items (1)

Perturbation calculus in risk theory: Application to chains and trees of reinsurance

Cites Work

• Chains of reinsurance
• On additive principles of zero utility
• Unnamed Item

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