OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER

DOI10.1017/asb.2015.23zbMath1390.91167OpenAlexW2522179312MaRDI QIDQ4563786

Christiane Lemieux, Jun Cai, Fangda Liu

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.2015.23

zbMATH Keywords

value-at-riskoptimal reinsuranceexpected value reinsurance principleinsurer's lossreinsurer's profit

Mathematics Subject Classification ID

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