Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability-Reference-Cited by-同舟云学术

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Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability

Published:2012-05-02 Issue:1 Volume:80 Page:145-168
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:

Author:

Cai Jun,Fang Ying,Li Zhi,Willmot Gordon E.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2012.01462.x/fullpdf

Reference14 articles.

1. Uncertainty and the Welfare Economics of Medical Care;Arrow;American Economic Review,1963

2. Optimal Reinsurance With General Risk Measures;Balbás;Insurance: Mathematics and Economics,2009

3. Reciprocal Reinsurance Treaties;Borch;ASTIN Bulletin,1960

4. The Optimal Reinsurance Treaties;Borch;ASTIN Bulletin,1969

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