Pareto optimal chains of reinsurance

DOI10.1016/0165-1765(86)90002-9MaRDI QIDQ899763zbMATH OpenOpenAlexFDO

Authors Laurent d'Ursel, Marc Lauwers

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(86)90002-9

Mathematics Subject Classification ID

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

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Cites work

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(7)

• Stackelberg reinsurance chain under model ambiguity
• A coinsurance model and ruin probability: insights from Pareto optimal risk transferring in an insurance market
• scientific article; zbMATH DE number 4180617 (Why is no real title available?)
• A continuous-time theory of reinsurance chains
• Chains of reinsurance: Non-cooperative equilibria and Pareto optimality
• Chains of reinsurance
• scientific article; zbMATH DE number 3934277 (Why is no real title available?)

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