Marginal Indemnification Function formulation for optimal reinsurance

By Zhuang Chao Sheng, Chengguo Weng, Ken Seng Tan, Hirbod Assa. 2016

108 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/7114535a4c197a4c2408e0e8f041695f61de7a92

How researchers see this paper

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

In Finance

1. Yichun Chi
2. Jun Cai
3. Qihe Tang

In Management Science and Operations Research

1. Yichun Chi
2. Jun Cai
3. Ken Seng Tan
4. Qihe Tang
5. Chengguo Weng
6. Yi Zhang
7. Fadoua Balabdaoui
8. Jon A. Wellner

Citations in the corpus

• Optimal reinsurance designs based on risk measures: a review (2020, background): “In addition, there aremany other related topics on optimal reinsurance discussed in Balbás et al. (2009), Asimit et al. (2015) and Zhuang et al. (2016).”