Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
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Publication:729856
DOI10.1016/J.CAM.2016.10.017zbMATH Open1414.91241OpenAlexW2556921126MaRDI QIDQ729856FDOQ729856
Authors: Wenyuan Wang, Xingchun Peng 
Publication date: 22 December 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.10.017
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Cites Work
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- Optimal insurance and generalized deductibles
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Cited In (10)
- Dynamics analysis and numerical simulations of a delayed stochastic epidemic model subject to a general response function
- Optimal insurance design under Vajda condition and exclusion clauses
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer
- Title not available (Why is that?)
- Application of stochastic inequalities to global analysis of a nonlinear stochastic SIRS epidemic model with saturated treatment function
- Optimal reinsurance with default risk: a reinsurer's perspective
- Optimal reinsurance with general premium principles based on RVaR and WVaR
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
- A stochastic model of HIV infection incorporating combined therapy of HAART driven by Lévy jumps
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