Optimal reinsurance under general risk measures

Insurance: Mathematics and Economics

Volumn 34, Issue 2, 2004, Pages 227-240

  Gajek, Lesław ^a   Zagrodny, Dariusz ^b  

^a LODZ UNIVERSITY OF TECHNOLOGY   (Poland)

^b CARDINAL STEFAN WYSZY SKI UNIVERSITY   (Poland)

Author keywords

Change loss; Convex risk measures; Quota share; Reinsurance; Stop loss; Utility

Indexed keywords

EID: 1842502049     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.12.002     Document Type: Article

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