On optimal reinsurance policy with distortion risk measures and premiums-Reference-Cited by-同舟云学术

On optimal reinsurance policy with distortion risk measures and premiums

Published:2015-03 Issue: Volume:61 Page:70-75
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Assa Hirbod

Publisher

Elsevier BV

Subject

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

Reference21 articles.

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

3. Properties of distortion risk measures;Balbás;Methodol. Comput. Appl. Probab.,2009

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

5. Borch, K., 1960. An attempt to determine the optimum amount of stop loss reinsurance, in: Transactions of the 16th International Congress of Actuaries, vol. I. No. 3, pp. 597–610.

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