Optimal reinsurances

DOI10.1080/03461238.1984.10413754MaRDI QIDQ3333940zbMATHOpenAlexFDO

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

zbMATH Keywords

completenessminimalityutility functionsoptimal reinsurances

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3311446 (Why is no real title available?)
• Equilibrium in a Reinsurance Market
• Le théorème de représentation intégrale dans les ensembles convexes compacts
• Theory of games and economic behavior.

Cited in

(18)

• Optimal non-proportional reinsurance control
• The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty
• Optimal reinsurance in relation to ordering of risks
• Enhancing insurer value through reinsurance optimization
• Reinsurance in arbitrage-free markets
• Optimal reinsurance under expected value principle
• Optimal reinsurance
• Optimal Dynamic XL Reinsurance
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
• Optimal reinsurance under the general mixture risk measures
• Optimal reinsurance under general risk measures
• Optimal reinsurance strategy under fixed cost and delay
• Best bounds for expected financial payoffs. II: Applications
• Insurer's optimal reinsurance strategies
• Bayesian analysis of compound loss distributions
• Optimal reinsurance under mean-variance premium principles
• Reinsurance–-a new approach
• scientific article; zbMATH DE number 6613877 (Why is no real title available?)

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