The optimal reinsurance strategy -- the individual claim case
From MaRDI portal
(Redirected from Publication:659252)
Recommendations
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
- Measuring the effects of reinsurance by the adjustment coefficient
- Optimal layer reinsurance on the maximization of the adjustment coefficient
- scientific article; zbMATH DE number 4076408
Cites work
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 1022519 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 204193 (Why is no real title available?)
- scientific article; zbMATH DE number 1414604 (Why is no real title available?)
- A basic course in probability theory
- An extension of Arrow's result on optimality of a stop loss contract
- Bonus-malus Systems in a Deregulated Environment: Forecasting Market Shares Using Diffusion Models
- Bonus-malus Systems with Varying Deductibles
- Insurer's optimal reinsurance strategies
- On convex principles of premium calculation
- Optimal reinsurance for variance related premium calculation principles
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Optimal reinsurance under VaR and CTE risk measures
- Optimal reinsurance under convex principles of premium calculation
- Optimal reinsurance under mean-variance premium principles
- Principles of optimal control theory. Translated from Russian by Karol Makowski. Translation editor Leonard D. Berkovitz
- Reinsurance and ruin
- Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
Cited in
(19)- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Optimal reinsurance with positively dependent risks
- The optimal reinsurance strategy associated with the capital market returns change
- scientific article; zbMATH DE number 4076408 (Why is no real title available?)
- Optimal reinsurance problems with extrapolative claim expectation
- Optimal reinsurance of dependent risks
- Optimal non-life reinsurance under Solvency II regime
- Optimal risk transfers in insurance groups
- An optimal co-reinsurance strategy
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Index clause: analytical properties and the capitalization strategy
- Continuous-time optimal reinsurance strategy with nontrivial curved structures
- Optimal risk transfer under quantile-based risk measurers
- An optimal insurance strategy for an individual under an intertemporal equilibrium
- Optimal reinsurance in the presence of counterparty default risk
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent
- Measuring the effects of reinsurance by the adjustment coefficient
- Optimal proportional reinsurance from the point of view of cedent and reinsurer
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model
This page was built for publication: The optimal reinsurance strategy -- the individual claim case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q659252)
