Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio

By Robert Verlaak, Jan Beirlant. 2003

48 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/55c9b165e4c76391aec977f77a6cde51d50a520f

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. Ka Chun Cheung

In Economics and Econometrics

1. Ka Chun Cheung
2. Yichun Chi
3. Jun Cai

In Management Science and Operations Research

1. Ka Chun Cheung
2. Yichun Chi
3. Jun Cai

Citations in the corpus

• Optimal Reinsurance Revisited – A Geometric Approach (2010, background): “KEYWORDS Value-at-risk, conditional tail expectation, reinsurance, expectation premium principle, comonotonicity, Wang’s premium principle, increasing convex function.”