Equilibria in a proportional reinsurance market

DOI10.1016/0167-6687(84)90047-7MaRDI QIDQ796235zbMATH OpenOpenAlexFDO

Authors H. U. Gerber

Publication date 1984

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(84)90047-7

zbMATH Keywords

poolPareto optimalityprice equilibriumequilibrium under uncertaintyproportional reinsurance marketrisk exchange

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Equilibrium in a Reinsurance Market

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(19)

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