Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; … - Instituto sobre Desarrollo Empresarial (INDEM), … - 2014
This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty … always a bang-bang contract as close as desired to the optimal one. Thirdly, the optimal reinsurance problem is equivalent to …