Optimal moral-hazard-free reinsurance under extended distortion premium principles
From MaRDI portal
Publication:6433468
DOI10.1137/23M1556046arXiv2304.08819OpenAlexW4396862251MaRDI QIDQ6433468
Bin Zou, Zhuo Jin, Zuo Quan Xu
Publication date: 18 April 2023
Full work available at URL: https://doi.org/10.1137/23m1556046
Optimal stochastic control (93E20) Actuarial mathematics (91G05) Contract theory (moral hazard, adverse selection) (91B41)
This page was built for publication: Optimal moral-hazard-free reinsurance under extended distortion premium principles
