Optimal reinsurance under convex principles of premium calculation-Reference-Cited by-同舟云学术

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Optimal reinsurance under convex principles of premium calculation

Published:2005-06 Issue:3 Volume:36 Page:375-398
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Kaluszka Marek

Publisher

Elsevier BV

Subject

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

Reference34 articles.

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

2. Optimal insurance and generalized deductibles;Arrow;Scand. Actuarial J.,1974

3. Coherent measures of risk;Artzner;Math. Finance,1999

4. Actuarial Mathematics;Bowers,1997

5. Mathematical Methods in Risk Theory;Bühlmann,1996

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1. On optimal reinsurance in the presence of premium budget constraint and reinsurer’s risk limit;Advances in Applied Probability;2024-03-20

2. Optimal Reinsurance Strategy Based on the Lundberg Exponent;Journal of Systems Science and Complexity;2024-03-20

3. Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional;SIAM Journal on Financial Mathematics;2024-03-08

4. Bowley solution under the reinsurer's default risk;Insurance: Mathematics and Economics;2024-03

5. Variance insurance contracts;Insurance: Mathematics and Economics;2024-03

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