Reinsurance contract design with adverse selection

DOI10.1080/03461238.2019.1616323zbMath1426.91211OpenAlexW2946037593MaRDI QIDQ5242230

Ka Chun Cheung, Fei Lung Yuen, Sheung Chi Phillip Yam

Publication date: 6 November 2019

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

Full work available at URL: https://doi.org/10.1080/03461238.2019.1616323

zbMATH Keywords

value-at-riskprincipal-agent problemreinsurancecombination of deductible and quota-share

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Principal-agent models (91B43)

Related Items (3)

Optimal reinsurance designs based on risk measures: a review ⋮ Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation ⋮ Concave distortion risk minimizing reinsurance design under adverse selection

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