Bowley reinsurance with asymmetric information on the insurer's risk preferences
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Publication:4959370
DOI10.1080/03461238.2020.1867631zbMath1471.91448OpenAlexW3120363919MaRDI QIDQ4959370
Tim J. Boonen, Ka Chun Cheung, Yiying Zhang
Publication date: 13 September 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1867631
asymmetric informationvalue-at-riskdistortion risk measuregeneral premium principleBowley reinsurance
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