Risk-adjusted Bowley reinsurance under distorted probabilities

Author:

Cheung Ka Chun,Yam Sheung Chi Phillip,Zhang Yiying

Funder

Research Grants Council of the Hong Kong Special Administrative Region

The Hong Kong RGC GRF

The Chinese University of Hong Kong

Hong Kong Research Grants Council

Nankai University

Publisher

Elsevier BV

Subject

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

Reference52 articles.

1. The nash bargaining solution vs. equilibrium in a reinsurance syndicate;Aase;Scand. Actuar. J.,2009

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

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

4. On optimal reinsurance policy with distortion risk measures and premiums;Assa;Insurance Math. Econom.,2015

5. Optimal reinsurance with general risk measures;Balbás;Insurance Math. Econom.,2009

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