Risk transference constraints in optimal reinsurance-Reference-Cited by-同舟云学术

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Risk transference constraints in optimal reinsurance

Published:2022-03 Issue: Volume:103 Page:27-40
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Balbás Alejandro,Balbás Beatriz^ORCID,Balbás Raquel^ORCID,Heras Antonio

Funder

Universidad Carlos III de Madrid

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference38 articles.

1. Reinsurance: Actuarial and Statistical Aspects;Albrecher,2017

2. Linear Programming in Infinite Dimensional Spaces;Anderson,1987

3. Uncertainty and the welfare of medical care;Arrow;The American Economic Review,1963

4. Coherent measures of risk;Artzner;Mathematical Finance,1999

5. Robust and Pareto optimality of insurance contracts;Asimit;European Journal of Operational Research,2017

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bidual Representation of Expectiles;Risks;2023-12-15

2. Equilibria and efficiency in a reinsurance market;Insurance: Mathematics and Economics;2023-11

3. Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit;Risks;2023-07-10

4. An insurer's optimal strategy towards a new independent business;Scandinavian Actuarial Journal;2023-05-12

5. Bowley vs. Pareto optima in reinsurance contracting;European Journal of Operational Research;2023-05

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