Performance-based variable premium scheme and reinsurance design

DOI10.1016/J.INSMATHECO.2025.103169MaRDI QIDQ6875944zbMATH OpenFDO

Authors Ziyue Shi, David Landriault, F. Liu

Publication date 13 January 2026

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

zbMATH Keywords

reinsurance pricingdistortion risk measureoptimal reinsurance policyBowley optimalvariable premium scheme

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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