Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer
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Publication:721540
DOI10.1007/s12190-017-1096-1zbMath1403.91199OpenAlexW2598566933MaRDI QIDQ721540
Publication date: 19 July 2018
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-017-1096-1
value-at-riskoptimal reinsurancequota-share reinsurancestop-loss reinsurancereinsurance premium principle
Cites Work
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- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
- Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
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