Optimal retention levels, given the joint survival of cedent and reinsurer

By Vladimir K. Kaishev. 2004

66 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2db5005e6029faa1773ef315caf903afe1f3f4ec

How researchers see this paper

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

In Demography

1. Yi Zhang
2. Chengguo Weng
3. Ken Seng Tan
4. Yichun Chi

In Economics and Econometrics

1. Ken Seng Tan
2. Chengguo Weng
3. Yi Zhang
4. Yichun Chi
5. Jun Cai
6. Ka Chun Cheung

In Management Science and Operations Research

1. Ken Seng Tan
2. Chengguo Weng
3. Yi Zhang
4. Yichun Chi
5. Jun Cai
6. Ka Chun Cheung

Citations in the corpus

• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009, background): “Ignatov et al. (2004) investigated the optimal retention levels given the joint survival of cedent and reinsurer.”