Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950)

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scientific article; zbMATH DE number 7513041
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    Optimal reinsurance for both an insurer and a reinsurer under general premium principles
    scientific article; zbMATH DE number 7513041

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      Optimal reinsurance for both an insurer and a reinsurer under general premium principles (English)
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      25 April 2022
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      optimal reinsurance
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      value-at-risk
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      change-loss reinsurance
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      layer reinsurance
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      quota-share reinsurance with a limit
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