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On a class of measures of dispersion with application to optimal reinsurance

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  • Ohlin, Jan

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  • Ohlin, Jan, 1969. "On a class of measures of dispersion with application to optimal reinsurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 5(02), pages 249-266, May.
  • Handle: RePEc:cup:astinb:v:5:y:1969:i:02:p:249-266_00
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    Cited by:

    1. Asimit, Alexandru V. & Chi, Yichun & Hu, Junlei, 2015. "Optimal non-life reinsurance under Solvency II Regime," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 227-237.
    2. Guerra, Manuel & de Lourdes Centeno, Maria, 2008. "Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 529-539, April.
    3. Cai, Jun & Wei, Wei, 2012. "Optimal reinsurance with positively dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 57-63.
    4. Juan-José Ganuza & José S. Penalva, 2005. "On Information and Competition in Private Value Auctions," Working Papers 158, Barcelona Graduate School of Economics.
    5. Kaluszka, Marek, 2004. "An extension of Arrow's result on optimality of a stop loss contract," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 527-536, December.
    6. Cheung, K.C. & Chong, W.F. & Yam, S.C.P., 2015. "Convex ordering for insurance preferences," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 409-416.
    7. Chi, Yichun & Weng, Chengguo, 2013. "Optimal reinsurance subject to Vajda condition," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 179-189.
    8. Zhu, Yunzhou & Chi, Yichun & Weng, Chengguo, 2014. "Multivariate reinsurance designs for minimizing an insurer’s capital requirement," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 144-155.
    9. repec:eee:insuma:v:76:y:2017:i:c:p:185-195 is not listed on IDEAS
    10. Abhishek, Vineet & Hajek, Bruce & Williams, Steven R., 2015. "On bidding with securities: Risk aversion and positive dependence," Games and Economic Behavior, Elsevier, vol. 90(C), pages 66-80.

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