Optimal reinsurance under the general mixture risk measures
type: Item
instance of: scholarly article
title: Optimal reinsurance under the general mixture risk measures
zbMATH Open document ID: 1283.91085
author: Yusong Cao
author: Yi Zhang
published in: Applied Mathematics and Computation
publication date: 2007-03-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5132911
zbMATH Keywords: reinsurance
zbMATH Keywords: expected value principle
zbMATH Keywords: variance risk measure
zbMATH Keywords: Lagrangian function
MaRDI profile type: Publication
full work available at URL: j.amc.2006.06.120
OpenAlex ID: W2074394683
cites work: Insurer's optimal reinsurance strategies
cites work: Optimal reinsurance under general risk measures
cites work: Q3868650
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cites work: Optimal reinsurances
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DOI: 10.1016/J.AMC.2006.06.120
description: scientific article; zbMATH DE number 5132911