On randomized reinsurance contracts

Author:

Albrecher Hansjörg,Cani Arian

Funder

Swiss National Science Foundation Project

Publisher

Elsevier BV

Subject

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

Reference26 articles.

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

2. Uncertainty and the welfare economics of medical care;Arrow;Am. Econ. Rev.,1963

3. Value-at-risk-based risk management: optimal policies and asset prices;Basak;Rev. Financ. Stud.,2001

4. Optimal reinsurance arrangements under tail risk measures;Bernard;J. Risk. Insur.,2009

5. Pricing in reinsurance bargaining with comonotonic additive utility functions;Boonen;ASTIN Bull.,2016

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4. Addressing Ambiguity in Randomized Reinsurance Contracts Using Belief Functions;Belief Functions: Theory and Applications;2022

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