Insurer's optimal reinsurance strategies

By L. Gajek, Dariusz Zagrodny. 2000

61 citations recorded by the source corpus.

Subfields: Development, Economics and Econometrics, Management of Technology and Innovation

View Paper: https://www.semanticscholar.org/paper/10d29c88b9073ebbbee4cd649b0a7440cbfb1cf9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Development

1. Yi Zhang
2. Chengguo Weng
3. Marek Kaluszka
4. Ken Seng Tan

In Economics and Econometrics

1. Ken Seng Tan
2. Chengguo Weng
3. Yi Zhang
4. Yichun Chi
5. Marek Kaluszka
6. Jun Cai
7. Ka Chun Cheung
8. Zhibin Liang

In Management of Technology and Innovation

1. Yi Zhang
2. Chengguo Weng
3. Marek Kaluszka
4. Ken Seng Tan

Citations in the corpus

• Mean-Variance Optimal Reinsurance Arrangements (2004, background): “Some optimality results of the rule (1.1) can be found in Centeno (1986), Hesselager (1990), Gajek & Zagrodny (2000), Mazur (2000) and Kaluszka (2001), among others.”
• Optimality of general reinsurance contracts under CTE risk measure (2011, background): “Other related contributions include Gajek and Zagrodny (2000, 2004), Promislow and Young (2005), Balbás et al. (2009) and the references therein.”
• Optimal retention levels, given the joint survival of cedent and reinsurer (2004, unknown): “…(1940), Verbeek (1966), Bühlmann (1970), Gerber (1979), Straub (1988), Waters (1979), Centeno (1986, 1988, 1991, 1997), Centeno & Simões (1991), Bowers, et al. (1997), Hesselager (1990), Taylor (1992), Dickson & Waters (1996, 1997), Kaluszka (2001), Krvavych (2001), Gajek & Zagrodny (2000).”
• Optimal reinsurance under mean-variance premium principles (2001, background): “All proofs are straightforward, in contrast to those of Gajek and Zagrodny (2000).”
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009, background): “Earlier contributions include Gerber (1979), Waters (1983), Pesonen (1984), Goovaerts et al. (1989, 1990), Borch (1990), and Hesselager (1990) and more recently Gajek and Zagrodny (2000, 2004), Kaluszka (2001, 2005), Cai and Tan (2007), and Cai et al. (2008), among others.”