Optimal insurance in the presence of insurer's loss limit

By Chunyang Zhou, Wenfeng Wu, Chongfeng Wu. 2010

53 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/c56b7f1f187872cb74a5509cd27e7b3f79fa5b53

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

• Optimality of general reinsurance contracts under CTE risk measure (2011, background): “Recent relevant papers on the expected utility maximization models include Zhou and Wu (2008) and Zhou et al. (2010).1 More recently, two important risk measures known as the Value-at-Risk (VaR) and the conditional tail expectation (CTE) have 1 Both papers analyze the optimal insurance purchase,…”