Reinsurance of multiple risks with generic dependence structures
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Publication:2665875
DOI10.1016/j.insmatheco.2021.09.006zbMath1475.91303arXiv2009.12274OpenAlexW3206421676MaRDI QIDQ2665875
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.12274
expected utilityreinsurancedependent riskspremium calculation principlesrandomized reinsurance treaties
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