The optimal reinsurance strategy -- the individual claim case
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Publication:659252
DOI10.1016/j.insmatheco.2010.01.002zbMath1231.91151OpenAlexW1980194414MaRDI QIDQ659252
M. L. Centeno, Manuel C. Guerra
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.002
riskexpected utilityoptimal reinsuranceadjustment coefficientexponential utility functionconvex premium principlesKatz family
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