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A coinsurance model and ruin probability: insights from Pareto optimal risk transferring in an insurance market - MaRDI portal

A coinsurance model and ruin probability: insights from Pareto optimal risk transferring in an insurance market

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Publication:2886639

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zbMATH Open1249.91057MaRDI QIDQ2886639

Qingchu Xiao, Zaiming Liu

Publication date: 1 June 2012

Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

zbMATH Keywords

Pareto optimality ruin probability quota-share reinsurance co-insurance Borch's equilibrium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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