Optimal insurance and reinsurance policies chosen jointly in the individual risk model

DOI10.1080/03461238.2014.918696zbMath1401.91142OpenAlexW1990195411MaRDI QIDQ4576964

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Publication date: 11 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2014.918696

zbMATH Keywords

insuranceutility functionreinsuranceoptimal risk-sharing

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (5)

Optimal insurance design under background risk with dependence ⋮ Some mathematical aspects of price optimisation ⋮ Optimal insurance design under Vajda condition and exclusion clauses ⋮ The effect of risk constraints on the optimal insurance policy ⋮ PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES

Cites Work

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• Optimal insurance in the presence of insurer's loss limit
• Optimal insurance under the insurer's risk constraint
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• Optimal reinsurance with general premium principles
• Probability: A Graduate Course
• OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH

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