Optimal reinsurances
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Publication:3333940
DOI10.1080/03461238.1984.10413754zbMATH Open0544.62096OpenAlexW4212920712MaRDI QIDQ3333940FDOQ3333940
Authors: Martti I. Pesonen 
Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413754
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Cites Work
Cited In (18)
- Optimal reinsurance strategy under fixed cost and delay
- The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty
- Reinsurance–-a new approach
- Optimal reinsurance in relation to ordering of risks
- Enhancing insurer value through reinsurance optimization
- Optimal non-proportional reinsurance control
- Optimal reinsurance under mean-variance premium principles
- Optimal reinsurance under general risk measures
- Bayesian analysis of compound loss distributions
- Optimal reinsurance under the general mixture risk measures
- Optimal reinsurance under expected value principle
- Title not available (Why is that?)
- Optimal Dynamic XL Reinsurance
- Reinsurance in arbitrage-free markets
- Optimal reinsurance
- Best bounds for expected financial payoffs. II: Applications
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
- Insurer's optimal reinsurance strategies
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