On the optimal reinsurance problem

DOI10.4064/AM40-3-1zbMATH Open1285.91059OpenAlexW2314316692MaRDI QIDQ2866792FDOQ2866792

Authors: Swen Kiesel, Ludger Rüschendorf 

Publication date: 16 December 2013

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2c4f244a12655e3f6e0727787732b5a672d43711

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zbMATH Keywords

risk measureoptimal reinsurance problemrisk functionaloptimal risk allocationsrestricted contractunrestricted contract

Mathematics Subject Classification ID

Cited In (13)

• Optimal risk allocation in reinsurance networks
• Stable solutions for optimal reinsurance problems involving risk measures
• A NOTE ON THE INSURANCE RISK PROBLEM
• Optimal reinsurances
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability
• Optimal reinsurance design: a mean-variance approach
• Optimal reinsurance under risk and uncertainty on Orlicz hearts
• An optimal allocation of risk and insurance problems
• A constraint-free approach to optimal reinsurance
• Optimal insurance with background risk: an analysis of general dependence structures
• Extensions of Ohlin's lemma with applications to optimal reinsurance structures
• Unifying framework for optimal insurance
• Optimal Reinsurance Revisited – A Geometric Approach

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