Optimal reinsurance with general premium principles

DOI10.1016/j.insmatheco.2012.12.001zbMath1284.91216OpenAlexW3122641171MaRDI QIDQ2442514

Yichun Chi, Ken Seng Tan

Publication date: 3 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.12.001

zbMATH Keywords

layer reinsurancevalue at riskconditional value at riskDutch premium principleWang's premium principle

Mathematics Subject Classification ID

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