Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles
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Publication:5077971
DOI10.1080/03610926.2018.1528364OpenAlexW2907372422WikidataQ128674081 ScholiaQ128674081MaRDI QIDQ5077971FDOQ5077971
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Publication date: 20 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1528364
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- Optimal reinsurance under variance related premium principles
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
- Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
- Optimal reinsurance revisited point of view of cedent and reinsurer
- OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
- Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
Cited In (5)
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach
- Stochastic Pareto-optimal reinsurance policies
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles
- Empirical likelihood for varying coefficient partially nonlinear model with missing responses
- Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles
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