Optimal reinsurance under expected value principle

DOI10.1007/s11766-006-0009-0zbMath1204.62177OpenAlexW1999443632MaRDI QIDQ621878

Yusong Cao, Yi Zhang

Publication date: 29 January 2011

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-006-0009-0

Mathematics Subject Classification ID

Cites Work

• Optimal reinsurance under general risk measures
• Insurer's optimal reinsurance strategies
• Optimal insurance under Wang's premium principle.
• Optimal reinsurances
• Optimal reinsurance under mean-variance premium principles

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