Pricing in reinsurance bargaining with comonotonic additive utility functions

by Tim J. Boonen, Ken Seng Tan and Sheng Chao Zhuang

Year of publication:	2016
Authors:	Boonen, Tim J. ; Ken Seng Tan ; Zhuang, Sheng Chao
Published in:	Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 2, p. 507-530
Subject:	Reinsurance bargaining \| comotonic additivity \| inverse-S shaped distortion function \| Value-at-risk \| Rückversicherung \| Reinsurance \| Nutzenfunktion \| Utility function \| Verhandlungstheorie \| Bargaining theory \| Risikomaß \| Risk measure \| Verhandlungen \| Negotiations \| Nutzen \| Utility

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