Optimal Reinsurance with General Premium Principles

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Optimal reinsurance designs based on risk measures: a review (2020, background): “It is worth noting that the optimal reinsurance models with some special premium principles are also investigated in Chi (2012a), Cheung et al. (2012) and Chi and Tan (2013) for δ = 1, and they are also analysed by Tan and Weng (2014) via an empirical approach.”
Optimal reinsurance under risk and uncertainty (2015, unknown): “Recent approaches are, amongst many others, Kaluszka (2005), Cai and Tan (2007) and Chi and Tan (2013).”
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (2013, unknown): “(9) Here 0 ≤ ai, bi ≤ 1 are arbitrary constants, the points {q+ r,g(i), q− r,g(i); i = 1, · · · , n (1) r,g} and {q̂+ r,g(i), q̂− r,g(i); i = 1, · · · , n (2) r,g} are given by equation (5), and {tr,g(i), tr,g(i); i = 1, · · · ,m((1)) r,g} and {t̂r,g(i), t̂r,g(i); i = 1, · · · ,m (2) r,g} are given ”