The role of a representative reinsurer in optimal reinsurance
From MaRDI portal
Publication:2520447
DOI10.1016/j.insmatheco.2016.06.001zbMath1371.91082MaRDI QIDQ2520447
Sheng Chao Zhuang, Ken Seng Tan, Tim J. Boonen
Publication date: 13 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.001
distortion risk measure; multiple reinsurers; distortion premium principle; optimal reinsurance design; representative reinsurer
62P05: Applications of statistics to actuarial sciences and financial mathematics
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