Optimal reinsurance under the general mixture risk measures
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Publication:870154
DOI10.1016/J.AMC.2006.06.120zbMATH Open1283.91085OpenAlexW2074394683MaRDI QIDQ870154FDOQ870154
Authors: Yusong Cao, Yi Zhang 
Publication date: 12 March 2007
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.120
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Cites Work
- Optimal reinsurance in relation to ordering of risks
- Title not available (Why is that?)
- Optimal reinsurance under mean-variance premium principles
- Optimal reinsurance under general risk measures
- Optimal reinsurance under convex principles of premium calculation
- Insurer's optimal reinsurance strategies
- Some mathematical aspects of reinsurance
- Optimal reinsurances
Cited In (9)
- Actuarial pricing with financial methods
- An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing
- Optimal reinsurance under general risk measures
- Optimal reinsurance under convex principles of premium calculation
- Optimal reinsurance with general risk measures
- Proportional and excess-of-loss reinsurance under investment gains
- Extensions of Ohlin's lemma with applications to optimal reinsurance structures
- Risk exchange II: Optimal reinsurance contracts
- Optimal joint survival reinsurance: an efficient frontier approach
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