Search Results - subject:"expected value premium principle"

Bowley solution under the reinsurer's default risk

Chen, Yanhong; Cheung, Ka Chun; Zhang, Yiying - In: Insurance : mathematics and economics 115 (2024), pp. 36-61

Persistent link: https://www.econbiz.de/10015066727

Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery

Yong, Yaodi; Cheung, Ka Chun; Zhang, Yiying - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 738-766

Persistent link: https://www.econbiz.de/10015154573

Optimal reinsurance and dividends with transaction costs and taxes under thinning structure

Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217

Persistent link: https://www.econbiz.de/10012500260

Optimal reinsurance policies with two reinsurers in continuous time

Meng, Hui; Zhou, Ming; Siu, Tak Kuen - In: Economic modelling 59 (2016), pp. 182-195

Persistent link: https://www.econbiz.de/10011647797

Optimal reinsurance with premium constraint under distortion risk measures

Zheng, Yanting; Cui, Wei - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 109-120

Recently distortion risk measure has been an interesting tool for the insurer to reflect its attitude toward risk when forming the optimal reinsurance strategy. Under the distortion risk measure, this paper discusses the reinsurance design with unbinding premium constraint and the ceded loss...

Persistent link: https://www.econbiz.de/10011116643

Optimal reinsurance with premium constraint under distortion risk measures

Zheng, Yanting; Cui, Wei - In: Insurance / Mathematics & economics 59 (2014), pp. 109-120

Persistent link: https://www.econbiz.de/10010469167