Optimal reinsurances
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Publication:3333940
DOI10.1080/03461238.1984.10413754zbMath0544.62096OpenAlexW4212920712MaRDI QIDQ3333940
Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413754
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Bayesian analysis of compound loss distributions ⋮ Optimal reinsurance under general risk measures ⋮ Best bounds for expected financial payoffs. II: Applications ⋮ Optimal reinsurance under the general mixture risk measures ⋮ The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty ⋮ Optimal reinsurance under expected value principle ⋮ Optimal non-proportional reinsurance control ⋮ Optimal reinsurance under mean-variance premium principles ⋮ Optimal reinsurance in relation to ordering of risks ⋮ VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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