Optimal reinsurance problems with extrapolative claim expectation
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Publication:4563345
DOI10.1002/OCA.2335zbMATH Open1390.93864OpenAlexW2685568615MaRDI QIDQ4563345FDOQ4563345
Authors: Shou Chen, Duni Hu, Hailong Wang 
Publication date: 31 May 2018
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2335
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Cited In (7)
- Reinsurance contract design with heterogeneous beliefs and learning
- Distributionally robust reinsurance with expectile
- Optimal proportional reinsurance with a loss-dependent premium principle
- Extensions of Ohlin's lemma with applications to optimal reinsurance structures
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims
- Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion
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