Pricing in reinsurance bargaining with comonotonic additive utility functions
Year of publication: |
2016
|
---|---|
Authors: | Boonen, Tim J. ; Tan, Ken Seng ; Zhuang, Sheng Chao |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 2, p. 507-530
|
Subject: | Reinsurance bargaining | comotonic additivity | inverse-S shaped distortion function | Value-at-risk | Rückversicherung | Reinsurance | Nutzenfunktion | Utility function | Verhandlungstheorie | Bargaining theory | Risikomaß | Risk measure | Verhandlungen | Negotiations | Nutzen | Utility |
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