Optimal reinsurance under variance related premium principles

DOI10.1016/j.insmatheco.2012.05.005zbMath1284.91215OpenAlexW3121977401MaRDI QIDQ2445344

Yichun Chi

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.05.005

zbMATH Keywords

layer reinsurancevalue at riskconditional value at riskvariance premium principlestandard deviation premium principle

Mathematics Subject Classification ID

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