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Published in 2020 at "Acta Mathematica Scientia"
DOI: 10.1007/s10473-020-0619-2
Abstract: In this article, we study optimal reinsurance design. By employing the increasing convex functions as the admissible ceded loss functions and the distortion premium principle, we study and obtain the optimal reinsurance treaty by minimizing…
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Keywords:
premium principle;
var cte;
reinsurance;
optimal reinsurance ... See more keywords
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0
Published in 2021 at "Risks"
DOI: 10.3390/risks9070125
Abstract: In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties. In…
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Keywords:
stop loss;
reinsurance;
insurer;
loss ... See more keywords