Equilibria in a proportional reinsurance market

DOI10.1016/0167-6687(84)90047-7zbMath0543.62088OpenAlexW1981694319MaRDI QIDQ796235

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)90047-7

zbMATH Keywords

poolPareto optimalityprice equilibriumequilibrium under uncertaintyproportional reinsurance marketrisk exchange

Mathematics Subject Classification ID

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

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Cites Work

• Equilibrium in a Reinsurance Market