Optimal non-life reinsurance under Solvency II regime
From MaRDI portal
Publication:896767
DOI10.1016/j.insmatheco.2015.09.006zbMath1348.91127OpenAlexW3121710228MaRDI QIDQ896767
Yichun Chi, Junlei Hu, Alexandru V. Asimit
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13145/1/Asimit_Chi_Hu_2015_IME_final.pdf
Related Items
Optimal reinsurance designs based on risk measures: a review, Optimal insurance in the presence of reinsurance, Some mathematical aspects of price optimisation, Optimal robust insurance with a finite uncertainty set, Efficient risk allocation within a non-life insurance group under Solvency II regime
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