On optimal reinsurance policy with distortion risk measures and premiums

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

zbMATH Keywords

ceding problem distortion risk measure and premium reinsurance optimal policy reinsurance problem social planner problem

Mathematics Subject Classification ID

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