An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing

DOI10.2143/AST.34.1.504953zbMath1098.91073OpenAlexW4247196976MaRDI QIDQ4661694

Marek Kaluszka

Publication date: 30 March 2005

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

Full work available at URL: https://doi.org/10.2143/ast.34.1.504953

zbMATH Keywords

insurancereinsurancedividendslimited insurancesharing risks

Mathematics Subject Classification ID

Related Items (3)

A note on weighted premium calculation principles ⋮ An extension of Arrow's result on optimality of a stop loss contract ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS

Cites Work

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• Pricing Excess of Loss Reinsurance with Reinstatements
• Equilibrium in a Reinsurance Market

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