Stochastic Pareto-optimal reinsurance policies

Author:

Zeng Xudong,Luo Shangzhen

Funder

NSFC

Publisher

Elsevier BV

Subject

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

Reference13 articles.

1. Essays in the Theory of Risk Bearing;Arrow,1971

2. Reciprocal reinsurance treaties;Borch;ASTIN Bulletin,1960

3. Pareto-optimal risk exchanges and related decision problems;Gerber;ASTIN Bulletin,1978

4. Pareto-optimal insurance policies in the models with a premium based on the actuarial value;Golubin;The Journal of Risk and Insurance,2006

5. Optimal reinsurance under mean–variance premium principles;Kaluszka;Insurance: Mathematics & Economics,2001

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4. The Optimal Deductible and Coverage in Insurance Contracts and Equilibrium Risk Sharing Policies;Acta Mathematica Scientia;2023-04-29

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