Core of the Reinsurance Market with Dependent Risks

Author:

Zhang Jia-Hua,Fang Shu-Cherng,Xu Yi-Fan

Funder

National Natural Science Foundation of China

Join Funding of Fudan University & Taiwan University

Army Research Office

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research

Reference21 articles.

1. Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R.: Actuarial Theory for Dependent Risks: Measures, Orders and Models. Wiley, Chichester (2006)

2. Wang, G., Yuen, K.C.: On a correlated aggregate claims model with thinning-dependence structure. Insur. Math. Econ. 36(3), 456–468 (2005)

3. Baton, B., Lemaire, J.: The core of a reinsurance market. Astin Bull. 12, 57–71 (1981)

4. Lemaire, J.: Cooperative game theory and its insurance applications. Astin Bull. 21(1), 17–40 (1991)

5. Lemaire, J.: Cooperative game theory. In: Teugels, J.L., Sundt, B. (eds.) Encyclopedia of Actuarial Science. Wiley (2006)

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