THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN

DOI10.1017/ASB.2015.19zbMath1390.91172OpenAlexW3121290908MaRDI QIDQ4563764

Xin Xiang Chen, Ken Seng Tan, Yichun Chi

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2015.19

zbMATH Keywords

moral hazardconditional value at riskconvex orderstop-loss insuranceoptimal retrospective rating plan

Mathematics Subject Classification ID

Related Items (3)

Optimal reinsurance designs based on risk measures: a review ⋮ Unnamed Item ⋮ Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles

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