An optimal co-reinsurance strategy
DOI10.1016/J.INSMATHECO.2016.04.005zbMATH Open1369.91092OpenAlexW2394053783MaRDI QIDQ343986FDOQ343986
Authors: Ali Panahi Bazaz, Amir T. Payandeh Najafabadi
Publication date: 21 November 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.04.005
Recommendations
Bayesian methodutility functionbalanced loss functionscopula methodoptimal co-reinsurance strategyoptimal reinsurance contract
Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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