Decision analysis models in reinsurance

DOI10.1016/0377-2217(85)90173-0zbMath0554.62092OpenAlexW1969713546MaRDI QIDQ760144

Howard Thomas, Danny Samson

Publication date: 1985

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(85)90173-0

zbMATH Keywords

reinsurancerisk transferexpected utility model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06)

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Cites Work

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• State of the Art—Utility Assessment Methods
• Relative Risk Aversion
• Sources of Bias in Assessment Procedures for Utility Functions
• Prospect Theory: An Analysis of Decision under Risk
• Some thoughts on (re) insurance loadings under a ruin criterion