Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of n Independent Risks
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Cited by:
- Fabio Baione & Paolo De Angelis & Massimiliano Menzietti & Agostino Tripodi, 2017. "A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(10), pages 1875-1892, July.
- Guohui Guan & Zongxia Liang & Yilun Song, 2022. "A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility," Papers 2212.14327, arXiv.org.
- Liang, Xiaoqing & Liang, Zhibin & Young, Virginia R., 2020. "Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 128-146.
- Amir T. Payandeh-Najafabadi & Ali Panahi-Bazaz, 2017. "An Optimal Combination of Proportional and Stop-Loss Reinsurance Contracts From Insurer's and Reinsurer's Viewpoints," Papers 1701.05450, arXiv.org.
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