On randomized reinsurance contracts

DOI10.1016/j.insmatheco.2018.11.004zbMath1419.91346OpenAlexW2902433411MaRDI QIDQ1757612

Arian Cani, Hansjoerg Albrecher

Publication date: 15 January 2019

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

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_25AC9DA7A933.P001/REF.pdf

zbMATH Keywords

risk managementexternal randomnessrandomizing reinsurance treaties

Mathematics Subject Classification ID

Related Items (7)

Optimal reinsurance designs based on risk measures: a review ⋮ Structured reinsurance deals with reference to relative market performance ⋮ Reinsurance of multiple risks with generic dependence structures ⋮ Addressing ambiguity in randomized reinsurance contracts using belief functions ⋮ Optimal allocation of policy limits in layer reinsurance treaties ⋮ Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions ⋮ Risk sharing with multiple indemnity environments

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