Showing 11 - 20 of 803,610
Persistent link: https://www.econbiz.de/10010469167
This paper unifies the work on multiple reinsurers, distortion risk measures, premium budgets,and heterogeneous beliefs …. An insurer minimizes a distortion risk measure, while seekingreinsurance with finitely many reinsurers. The reinsurers … distribution.We provide a characterization of optimal reinsurance indemnities, and we show that they are ofa layer-insurance type …
Persistent link: https://www.econbiz.de/10012847139
Persistent link: https://www.econbiz.de/10012242000
Persistent link: https://www.econbiz.de/10012262746
Persistent link: https://www.econbiz.de/10012116658
Persistent link: https://www.econbiz.de/10011944091
Persistent link: https://www.econbiz.de/10012793907
Persistent link: https://www.econbiz.de/10012307399
Persistent link: https://www.econbiz.de/10012058833
determined by some distortion risk measures with different distortion operators. Under the constraint that a reinsurance policy …This paper studies the Pareto-optimal reinsurance policies, where both the insurer's and the reinsurer's risks and … returns are considered. We assume that the risks of the insurer and the reinsurer, as well as the reinsurance premium, are …
Persistent link: https://www.econbiz.de/10012958228