The optimal reinsurance strategy with price-competition between two reinsurers-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The optimal reinsurance strategy with price-competition between two reinsurers

Published:2024-08-09 Issue: Volume: Page:1-28
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Lin Liyuan¹,Liu Fangda²,Liu Jingzhen³,Yu Luyang⁴

Affiliation:

1. Department of Econometrics and Business Statistics, Monash University, Clayton, Australia

2. Department of Statistics & Actuarial Science, University of Waterloo, Waterloo, Canada

3. China Institute for Actuarial Science, Central University of Finance and Economics, Beijing, China

4. School of insurance, Central University of Finance and Economics, Beijing, China

Funder

Key Research Institute on Humanities and Social Science of China Ministry of Education

Natural Sciences and Engineering Research Council of Canada

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2024.2389181

Reference36 articles.

1. The Nash bargaining solution vs. equilibrium in a reinsurance syndicate

2. UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE

3. Optimal risk transfer under quantile-based risk measurers

4. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint

5. Dynamic stochastic cooperative reinsurance strategy in a\\ continuous time model

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP