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Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
5 references·4 citing·29 second hop
Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (1990)Some Results on Optimal Reinsurance in Te…Measuring the effects of reinsurance by the adjustment coefficient (1986)Measuring the effects of rein…An introduction to non-life insurance mathematics (1984)An introduction to non-life i…An introduction to mathematical risk theory (1979)An introduction to mathematic…On a class of measures of dispersion with application to optimal reinsurance (1969)On a class of measures of dis…The safety loading of reinsurance premiums (1960)The safety loading of reinsur…Optimal reinsurance subject to Vajda condition (2013)Optimal reinsurance subject t…Optimal Reinsurance for Variance Related Premium Calculation Principles (2010)Optimal Reinsurance for Varia…An extension of Arrow’s result on optimality of a stop loss contract (2004)An extension of Arrow’s resul…Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model (2002)Measuring the effects of rein…Theory of Games and Economic Behavior (1945)Theory of Value (1959)The Inefficiency of the Stock Market Equilibrium (1982)Optimal Insurance Policy Indemnity Schedules (1983)Actuarial bridges to dynamic hedging and option pricing (1996)Theory of games and economic behavior (2019)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)On convex principles of premium calculation (1985)Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (2007)The optimal insurance under disappointment theories (2015)Coherent Measures of Risk (1999)The concept of comonotonicity in actuarial science and finance: theory (2002)Optimal reinsurance with premium constraint under distortion risk measures (2014)PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (2016)Some mathematical aspects of reinsurance (1983)Optimal retention levels, given the joint survival of cedent and reinsurer (2004)Upper bound for ruin probabilities under optimal investment and proportional reinsurance (2007)An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979] (1981)Aspects of Risk Theory (1991)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Optimal reinsurance with positively dependent risks (2011)Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability (2012)On some Extensions of Panjer's Class of Counting Distributions (1992)Present value distributions with applications to ruin theory and stochastic equations (1997)Optimal proportional reinsurance policies for diffusion models with transaction costs (1998)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1960The safety loading of reinsurance premiums282 cited
  • 1969On a class of measures of dispersion with application to optimal reinsurance142 cited
  • 1984An introduction to non-life insurance mathematics102 cited
  • 1986Measuring the effects of reinsurance by the adjustment coefficient52 cited

Cited by

  • 2013Optimal reinsurance subject to Vajda condition43 cited
  • 2010Optimal Reinsurance for Variance Related Premium Calculation Principles36 cited
  • 2002Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model36 cited
  • 2004An extension of Arrow’s result on optimality of a stop loss contract33 cited

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