Core of the reinsurance market with dependent risks
type: Item
instance of: scholarly article
title: Core of the reinsurance market with dependent risks
zbMATH Open document ID: 1413.91047
author: Jiahua Zhang
author: Shu-Cherng Fang
author: Yifan Xu
published in: Journal of the Operations Research Society of China
publication date: 2018-08-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91A12
zbMATH DE Number: 6915804
zbMATH Keywords: core
zbMATH Keywords: risk premium
zbMATH Keywords: reinsurance market
zbMATH Keywords: exponential utility
zbMATH Keywords: cooperative game
MaRDI profile type: Publication
full work available at URL: s40305-017-0173-3
OpenAlex ID: W2742566864
cites work: On a correlated aggregate claims model with thinning-dependence structure
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cites work: Q4708452
cites work: A ruin model with dependence between claim sizes and claim intervals
cites work: A generalization of Hölder's inequality and some probability inequalities
cites work: Equilibrium in a Reinsurance Market
cites work: Q5412967
cites work: The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
DOI: 10.1007/S40305-017-0173-3
description: scientific article; zbMATH DE number 6915804