Optimal reinsurance arrangements in the presence of two reinsurers
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Publication:4576862
DOI10.1080/03461238.2012.723638zbMath1401.91113OpenAlexW3124625896MaRDI QIDQ4576862
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.723638
layer reinsurancevalue at riskconditional value at riskWang's premium principleoptimal reinsurance with multiple reinsurers
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