Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability

DOI10.2143/AST.42.2.2182807zbMath1277.91077OpenAlexW3123156464MaRDI QIDQ2866024

Yichun Chi

Publication date: 12 December 2013

Full work available at URL: https://econpapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:02:p:529-557_00

zbMATH Keywords

optimal reinsurancelayer reinsurancevalue at riskconditional value at riskcost of capitalcapital at riskDutch premium principleWang's premium principle

Mathematics Subject Classification ID

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