Pareto-optimal reinsurance arrangements under general model settings
Year of publication: |
November 2017
|
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Authors: | Cai, Jun ; Liu, Haiyan ; Wang, Ruodu |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 77.2017, p. 24-37
|
Subject: | Pareto optimality | Optimal reinsurance | Comonotonic-semilinearity | Comonotonic-convexity | Tail-Value-at-Risk | Rückversicherung | Reinsurance | Theorie | Theory | Pareto-Optimum | Pareto efficiency | Wohlfahrtsökonomik | Welfare economics |
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