Multiple per-claim reinsurance based on maximizing the Lundberg exponent

DOI10.1016/J.INSMATHECO.2023.05.009zbMATH Open1529.91063MaRDI QIDQ6072263FDOQ6072263

Authors: Hui Meng, Li Wei, Ming Zhou 

Publication date: 12 October 2023

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

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zbMATH Keywords

bisection methodLundberg exponentper-claim reinsurancecombined premium principlemultiple reinsurance

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Title not available (Why is that?)
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Cited In (3)

• Fourier methods for the claims amounts of largest claims reinsurance covers
• ECOMOR and LCR reinsurance with gamma-like claims
• Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification

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