Characterizations of optimal reinsurance treaties: a cost-benefit approach

DOI10.1080/03461238.2015.1054303zbMath1401.91112OpenAlexW2338679625MaRDI QIDQ4575448

Ambrose Lo, Ka Chun Cheung

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

zbMATH Keywords

TVaRrisk margin1-LipschitzVaRactuarial pricing principlepremium constraintrisk-adjusted liabilityWang's premium

Mathematics Subject Classification ID

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