Risk transference constraints in optimal reinsurance

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

zbMATH Keywords

optimal reinsurancerisk measuremoral hazardmarginal indemnityrelationships between premium and transferred risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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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