On the existence of a representative reinsurer under heterogeneous beliefs
Year of publication: |
2019
|
---|---|
Authors: | Boonen, Tim J. ; Ghossoub, Mario |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 209-225
|
Subject: | Optimal reinsurance design | Heterogeneous beliefs | Multiple reinsurers | Representative reinsurer | Deductible |
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