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ArticleInsurer’s optimal reinsurance strategies

Lesław Gajek2000

Article2000

Insurer’s optimal reinsurance strategies

Lesław Gajek · Dariusz Zagrodny

65 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Risk and Portfolio Optimization

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References

1970Mathematical Methods in Risk Theory 1994Practical risk theory for actuaries.1994Practical Risk Theory for Actuaries.1985On convex principles of premium calculation

Cited by

2004Mean-Variance Optimal Reinsurance Arrangements 2004Reinsurance Arrangements Maximizing Insurer's Survival Probability 2004Optimal retention levels, given the joint survival of cedent and reinsurer 2005Unifying framework for optimal insurance 2007Optimal insurance under the insurer’s risk constraint 2014Optimal reinsurance with premium constraint under distortion risk measures 2004An extension of Arrow’s result on optimality of a stop loss contract

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2005Optimal reinsurance under convex principles of premium calculationarticle · 4 shared references 2001Optimal reinsurance under mean-variance premium principlesarticle · 3 shared references 2004Optimal reinsurance under general risk measuresarticle · 3 shared references 1999Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998]other · 2 shared references 2000A discussion of parameter and model uncertainty in insurancearticle · 2 shared references 2007To Split or Not to Split: Capital Allocation with Convex Risk Measuresarticle · 2 shared references

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Year2000

Typearticle

Published2000-08-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations65

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(99)00063-3

openalex_workW1986109529

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