Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 144-155
This paper investigates optimal reinsurance strategies for an insurer with multiple lines of business under the … reinsurance is purchased by the insurer for each line of business separately. The premium principles used to compute the … reinsurance premiums are allowed to differ from one line of business to another, but they all satisfy three mild conditions …