On optimal reinsurance policy with distortion risk measures and premiums
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Publication:2347098
DOI10.1016/j.insmatheco.2014.11.007zbMath1314.91132arXiv1406.2950OpenAlexW3126028976MaRDI QIDQ2347098
Publication date: 26 May 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.2950
ceding problemdistortion risk measure and premiumreinsurance optimal policyreinsurance problemsocial planner problem
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