Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles

DOI10.1080/03610926.2018.1528364OpenAlexW2907372422WikidataQ128674081 ScholiaQ128674081MaRDI QIDQ5077971

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Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1528364

zbMATH Keywords

Pareto optimalityvalue-at-riskoptimal reinsuranceDutch premium principleWang's premium principle

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Optimal reinsurance for both an insurer and a reinsurer under general premium principles ⋮ Empirical likelihood for varying coefficient partially nonlinear model with missing responses ⋮ Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach

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• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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