An optimal co-reinsurance strategy
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DOI: 10.1016/j.insmatheco.2016.04.005
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Cited by:
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
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- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
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Keywords
Bayesian method; Optimal co-reinsurance strategy; Balanced loss functions; Optimal reinsurance contract; Copula method; Utility function;All these keywords.
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