The optimal reinsurance strategy -- the individual claim case
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Publication:659252
DOI10.1016/J.INSMATHECO.2010.01.002zbMATH Open1231.91151OpenAlexW1980194414MaRDI QIDQ659252FDOQ659252
Authors: M. L. Centeno, Manuel 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
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riskexpected utilityoptimal reinsuranceexponential utility functionadjustment coefficientconvex premium principlesKatz family
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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
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- 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
- Index clause: analytical properties and the capitalization strategy
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Continuous-time optimal reinsurance strategy with nontrivial curved structures
- Optimal risk transfer under quantile-based risk measurers
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent
- Optimal reinsurance in the presence of counterparty default risk
- An optimal insurance strategy for an individual under an intertemporal equilibrium
- 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
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