Risk exchange II: Optimal reinsurance contracts

DOI10.1080/03461238.1992.10413896zbMath0758.90015OpenAlexW1995252997MaRDI QIDQ4025274

Greg Taylor

Publication date: 18 February 1993

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1992.10413896

zbMATH Keywords

reinsurancerisk exchange

Mathematics Subject Classification ID

Related Items (7)

Perspectives of Risk Sharing ⋮ PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Distribution-free comparison of pricing principles. ⋮ Ordering risks: expected utility theory versus Yaari's dual theory of risk ⋮ Utility Functions ⋮ Optimal retention levels, given the joint survival of cedent and reinsurer

Cites Work

• On convex principles of premium calculation

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