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Core of the reinsurance market with dependent risks

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Publication:1655918
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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


zbMATH Keywords

corecooperative gamerisk premiumexponential utilityreinsurance market


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).




Cites Work

  • Unnamed Item
  • Unnamed Item
  • 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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