On the optimal reinsurance problem
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Publication:2866792
DOI10.4064/am40-3-1zbMath1285.91059OpenAlexW2314316692MaRDI QIDQ2866792
Ludger Rüschendorf, Swen Kiesel
Publication date: 16 December 2013
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2c4f244a12655e3f6e0727787732b5a672d43711
risk measureoptimal reinsurance problemrisk functionaloptimal risk allocationsrestricted contractunrestricted contract
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Related Items (4)
A constraint-free approach to optimal reinsurance ⋮ Optimal insurance with background risk: an analysis of general dependence structures ⋮ Optimal Reinsurance Design: A Mean-Variance Approach ⋮ Optimal risk allocation in reinsurance networks
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