Multi-constrained optimal reinsurance model from the duality perspectives-Reference-Cited by-同舟云学术

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Multi-constrained optimal reinsurance model from the duality perspectives

Published:2023-11 Issue: Volume:113 Page:199-214
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cheung Ka Chun,He Wanting^ORCID,Wang He

Publisher

Elsevier BV

Subject

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

Reference58 articles.

1. Uncertainty and the welfare economics of medical care;Arrow;American Economic Review,1963

2. Optimal reinsurance in the presence of counterparty default risk;Asimit;Insurance: Mathematics and Economics,2013

3. Optimal risk transfer under quantile-based risk measurers;Asimit;Insurance: Mathematics and Economics,2013

4. Pareto-optimal insurance contracts with premium budget and minimum charge constraints;Asimit;Insurance: Mathematics and Economics,2020

5. On optimal reinsurance policy with distortion risk measures and premiums;Assa;Insurance: Mathematics and Economics,2015

Cited by 1 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. Variance insurance contracts;Insurance: Mathematics and Economics;2024-03

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