Optimal Reinsurance Revisited – A Geometric Approach
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Publication:3569712
DOI10.2143/AST.40.1.2049226zbMATH Open1230.91070OpenAlexW2252980504MaRDI QIDQ3569712FDOQ3569712
Publication date: 21 June 2010
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.40.1.2049226
Recommendations
- Optimal reinsurance under general risk measures
- On the optimal reinsurance problem
- Optimal reinsurance under convex principles of premium calculation
- Optimal reinsurance from the perspectives of both an insurer and a reinsurer
- Optimal reinsurance with general risk measures
- Optimal reinsurance under general law-invariant risk measures
- Optimal insurance in the presence of reinsurance
- Optimal reinsurance under risk and uncertainty
- On the optimality of proportional reinsurance
value-at-riskreinsuranceconditional tail expectationincreasing convex functionWang's premium principleexpectation premium principle: comonotinicity
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Cited In (77)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave
- Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
- Orthogonal polynomial expansions to evaluate stop-loss premiums
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- Optimal reinsurance arrangements in the presence of two reinsurers
- OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
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- Optimal Risk Transfer: A Numerical Optimization Approach
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
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- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN
- Modeling Frost Losses: Application to Pricing Frost Insurance
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
- An insurer's optimal strategy towards a new independent business
- Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles
- Optimal reinsurance policy under a new distortion risk measure
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