Optimal reinsurance in relation to ordering of risks
type: Item
instance of: scholarly article
title: Optimal reinsurance in relation to ordering of risks
zbMATH Open document ID: 0683.62060
DOI: 10.1016/0167-6687(89)90041-3
author: A. E. van Heerwaarden
author: Rob Kaas
author: Marc J. Goovaerts
published in: Insurance Mathematics \& Economics
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 4119455
zbMATH Keywords: stop-loss ordering of risks
zbMATH Keywords: reinsurance contracts
zbMATH Keywords: degrees of coverage
zbMATH Keywords: expected utility
zbMATH Keywords: concave utility function
zbMATH Keywords: reinsurance premium
zbMATH Keywords: optimal contract
zbMATH Keywords: partial preference ordering of risks
zbMATH Keywords: compound models for portfolios of risks
MaRDI profile type: Publication
full work available at URL: 0167-6687(89)90041-3
OpenAlex ID: W2029799315
cites work: Q3773148
cites work: On convex principles of premium calculation
cites work: Q3314810
cites work: Optimal reinsurances
description: scientific article; zbMATH DE number 4119455