Optimal insurance under the insurer's risk constraint

DOI10.1016/j.insmatheco.2007.11.005zbMath1141.91556OpenAlexW2076496626MaRDI QIDQ931186

Chongfeng Wu, Chunyang Zhou

Publication date: 25 June 2008

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.11.005

zbMATH Keywords

expected lossrisk constraintoptimal insurance

Mathematics Subject Classification ID

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Cites Work

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• Optimal insurance and generalized deductibles
• Perspectives of Risk Sharing
• Equilibrium in a Reinsurance Market

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