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Optimal reinsurance arrangements in the presence of two reinsurers
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,078 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 2004Stochastic Finance701 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 1997Axiomatic characterization of insurance prices535 cited
  • 2007Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures274 cited
  • 2006Encyclopedia of Actuarial Science258 cited
  • 2008Optimal reinsurance under VaR and CTE risk measures256 cited
  • 1960An attempt to determine the optimum amount of stop loss reinsurance203 cited
  • 2010Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach148 cited
  • 2010Optimal Reinsurance Revisited – A Geometric Approach131 cited
  • 2011Optimal Reinsurance with General Premium Principles112 cited
  • 2004Premium Principles

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  • 2016PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS43 cited