On randomized reinsurance contracts
type: Item
instance of: scholarly article
title: On randomized reinsurance contracts
zbMATH Open document ID: 1419.91346
author: Arian Cani
author: Hansjörg Albrecher
published in: Insurance Mathematics \& Economics
publication date: 2019-01-15T00:00:00Z
full work available at URL: REF.pdf
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 7001791
zbMATH Keywords: randomizing reinsurance treaties
zbMATH Keywords: risk management
zbMATH Keywords: external randomness
MaRDI profile type: Publication
OpenAlex ID: W2902433411
cites work: Reinsurance
cites work: PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
cites work: Optimal reinsurance with regulatory initial capital and default risk
cites work: Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
cites work: Optimal reinsurance under VaR and CTE risk measures
cites work: Optimal Reinsurance Revisited – A Geometric Approach
cites work: Optimal reinsurance under variance related premium principles
cites work: Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability
cites work: Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
cites work: Optimal reinsurance under VaR and CVaR risk measures a simplified approach
cites work: Optimal reinsurance with general premium principles
cites work: Q4343010
cites work: Optimal reinsurance under general risk measures
cites work: Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
cites work: Are quantile risk measures suitable for risk-transfer decisions?
cites work: Optimal reinsurance under mean-variance premium principles
cites work: Sharing Risk – An Economic Perspective
cites work: A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
cites work: Optimal reinsurance with multiple tranches
cites work: VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
DOI: 10.1016/J.INSMATHECO.2018.11.004
description: scientific article; zbMATH DE number 7001791