Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Chains of reinsurance

From MaRDI portal
Publication:789135
Jump to:navigation, search

DOI10.1016/0167-6687(84)90017-9zbMath0532.62083OpenAlexW4230291537MaRDI QIDQ789135

Hans U. Gerber

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90017-9


zbMATH Keywords

normal distributionexplicit solutionexponential utility functionschains of reinsurance


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)


Related Items (11)

Chains of reinsurance: Non-cooperative equilibria and Pareto optimality ⋮ On the small risk approximation ⋮ Perturbation calculus in risk theory: Application to chains and trees of reinsurance ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Stackelberg reinsurance chain under model ambiguity ⋮ Pareto optimal chains of reinsurance ⋮ Reinsurance games with two reinsurers: tree versus chain ⋮ A continuous-time theory of reinsurance chains ⋮ Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework ⋮ On the central management of risk networks ⋮ Reinsurance retention levels for property/liability firms. A managerial portofolio selection framework







This page was built for publication: Chains of reinsurance

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:789135&oldid=12729498"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 30 January 2024, at 11:05.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki