Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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Publication:2445992
DOI10.1016/J.INSMATHECO.2013.03.007zbMATH Open1284.91222OpenAlexW2040729577MaRDI QIDQ2445992FDOQ2445992
Authors: Wei Cui, Lan Wu, Jingping Yang 
Publication date: 15 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.007
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distortion risk measureoptimal reinsuranceTVaRVaRreinsurance premium principleWang's premium principle
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- Risk measure and premium distribution on catastrophe reinsurance
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- Stackelberg equilibria with multiple policyholders
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