An optimality of change loss type strategy

DOI10.1080/02331930310001637378zbMath1048.91079OpenAlexW2002242862MaRDI QIDQ4470660

Dariusz Zagrodny

Publication date: 15 June 2004

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930310001637378

zbMATH Keywords

convex programmingreinsurance

Mathematics Subject Classification ID

Related Items (2)

Optimal reinsurance under general risk measures ⋮ On the price of risk in a mean-risk optimization model

Cites Work

• Unnamed Item
• On convex principles of premium calculation
• Tangent sets of order one and two to the positive cones of some functional spaces
• Insurer's optimal reinsurance strategies
• Variational Analysis
• Optimal reinsurance under mean-variance premium principles

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