Pareto optimal chains of reinsurance

DOI10.1016/0165-1765(86)90002-9zbMATH Open1328.91140OpenAlexW2028637168MaRDI QIDQ899763FDOQ899763

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Chains of reinsurance
• Chains of reinsurance: Non-cooperative equilibria and Pareto optimality

Cited In (7)

• A coinsurance model and ruin probability: insights from Pareto optimal risk transferring in an insurance market
• Title not available (Why is that?)
• A continuous-time theory of reinsurance chains
• Chains of reinsurance: Non-cooperative equilibria and Pareto optimality
• Chains of reinsurance
• Title not available (Why is that?)
• Stackelberg reinsurance chain under model ambiguity

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