Core of the reinsurance market with dependent risks
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Publication:1655918
DOI10.1007/s40305-017-0173-3zbMath1413.91047OpenAlexW2742566864MaRDI QIDQ1655918
Shu-Cherng Fang, Jiahua Zhang, Yi-Fan Xu
Publication date: 10 August 2018
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-017-0173-3
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Cites Work
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- A ruin model with dependence between claim sizes and claim intervals
- On a correlated aggregate claims model with thinning-dependence structure
- A generalization of Hölder's inequality and some probability inequalities
- Perspectives of Risk Sharing
- Equilibrium in a Reinsurance Market
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
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