Characterizations of optimal reinsurance treaties: a cost-benefit approach
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Publication:4575448
DOI10.1080/03461238.2015.1054303zbMATH Open1401.91112OpenAlexW2338679625MaRDI QIDQ4575448FDOQ4575448
Authors: K. C. Cheung, Ambrose Lo 
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2015.1054303
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TVaRrisk margin1-LipschitzVaRactuarial pricing principlepremium constraintrisk-adjusted liabilityWang's premium
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- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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