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Search: subject:"Two-layer reinsurance"
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Reinsurance
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two-layer reinsurance
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convex order
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cost of capital
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stop-loss reinsurance
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Chi, Yichun
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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Optimal reinsurance under a new design : two layers and multiple reinsurers
Yao, Dingjun
;
Zhu, Jinxia
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 655-676
Persistent link: https://www.econbiz.de/10014552129
Saved in:
2
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
3
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi
;
Meng, LiLi
;
Wang, Yujing
;
Shen, Qingjie
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011492551
Saved in:
4
Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Chi, Yichun
;
Lin, Sheldon
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
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