Case study on the optimality of reinsurance contracts

zbMATH Open1333.91029MaRDI QIDQ2801431FDOQ2801431

Authors: Werner Hürlimann 

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: https://www.e-periodica.ch/cntmng?pid=msa-003:2010:0::126

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zbMATH Keywords

optimal reinsurancesurplusordering of risksquota sharede Finetti criterionstop-lossexcess-of-lossRORAC criterion

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cited In (8)

• A dynamic reinsurance theory
• Title not available (Why is that?)
• Optimal reinsurance in relation to ordering of risks
• On randomized reinsurance contracts
• Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits
• On the optimality of proportional reinsurance
• Title not available (Why is that?)
• Title not available (Why is that?)

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