Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers
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Publication:1792779
DOI10.1155/2016/1957016zbMath1400.91253OpenAlexW2525926905WikidataQ59131074 ScholiaQ59131074MaRDI QIDQ1792779
Publication date: 12 October 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2016/1957016
Cites Work
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- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Optimal reinsurance under mean-variance premium principles
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