Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
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Publication:5379235
DOI10.1080/10920277.2017.1302346zbMath1414.91174OpenAlexW2742799105MaRDI QIDQ5379235
Ken Seng Tan, Yichun Chi, X. Sheldon Lin
Publication date: 28 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2017.1302346
value-at-riskoptimal reinsuranceconditional value-at-riskeconomic reinsurance premium principlerisk-adjusted liability value
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