Risk transference constraints in optimal reinsurance
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Publication:2670119
DOI10.1016/j.insmatheco.2021.12.004zbMath1484.91370OpenAlexW4206452570MaRDI QIDQ2670119
Raquel Balbás, Beatriz Balbás, Antonio Heras, Alejandro Balbas
Publication date: 10 March 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.12.004
optimal reinsurancerisk measuremoral hazardmarginal indemnityrelationships between premium and transferred risk
Related Items (4)
Bowley vs. Pareto optima in reinsurance contracting ⋮ An insurer's optimal strategy towards a new independent business ⋮ Actuarial pricing with financial methods ⋮ Equilibria and efficiency in a reinsurance market
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