On optimal reinsurance policy with distortion risk measures and premiums
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:apmaco:v:313:y:2017:i:c:p:103-118 is not listed on IDEAS
- Wenjun Jiang & Jiandong Ren & Ričardas Zitikis, 2017. "Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account," Risks, MDPI, Open Access Journal, vol. 5(1), pages 1-22, February.
- Hirbod Assa, 2015. "Optimal risk allocation in a market with non-convex preferences," Papers 1503.04460, arXiv.org.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
- repec:bpj:strimo:v:35:y:2018:i:1-2:p:35-50:n:3 is not listed on IDEAS
- Boonen, Tim J. & Tan, Ken Seng & Zhuang, Sheng Chao, 2016. "The role of a representative reinsurer in optimal reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 196-204.
- Zhuang, Sheng Chao & Weng, Chengguo & Tan, Ken Seng & Assa, Hirbod, 2016. "Marginal Indemnification Function formulation for optimal reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 65-76.
- Tim J. Boonen, 2016. "Optimal Reinsurance with Heterogeneous Reference Probabilities," Risks, MDPI, Open Access Journal, vol. 4(3), pages 1-11, July.
- Mi Chen & Wenyuan Wang & Ruixing Ming, 2016. "Optimal Reinsurance Under General Law-Invariant Convex Risk Measure and TVaR Premium Principle," Risks, MDPI, Open Access Journal, vol. 4(4), pages 1-12, December.
More about this item
KeywordsDistortion risk measure and premium; Reinsurance optimal policy; Ceding problem; Reinsurance problem; Social planner problem;
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