Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; … - In: Insurance: Mathematics and Economics 60 (2015) C, pp. 61-74
This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty, though the classical uncertainty free case is also included. The insurer and reinsurer degrees of uncertainty do not have to be identical. The decision variable is not the...
