The Optimal Reinsurance Strategy under Conditional Tail Expectation (CTE) and Wang’s Premium Principle
نویسندگان
چکیده
منابع مشابه
Optimal reinsurance under mean-variance premium principles
We derive optimal reinsurance under premium principles based on the mean and variance of the reinsurer’s share of the total claim amount. Both global reinsurance and local reinsurance are studied. Examples considered include standard deviation principle and variance principle. © 2001 Elsevier Science B.V. All rights reserved. MSC: Primary 90A46; Secondary 62P05
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2021
ISSN: 1563-5147,1024-123X
DOI: 10.1155/2021/5986045