The role of a representative reinsurer in optimal reinsurance

DOI10.1016/j.insmatheco.2016.06.001zbMath1371.91082MaRDI QIDQ2520447

Tim J. Boonen, Sheng Chao Zhuang, Ken Seng Tan

Publication date: 13 December 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.001

zbMATH Keywords

distortion risk measure; multiple reinsurers; distortion premium principle; optimal reinsurance design; representative reinsurer

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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