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Scandinavian Actuarial Journal Volume 2019, 2019 - Issue 1
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Articles

A constraint-free approach to optimal reinsurance

Hans U. GerberDepartment of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong;Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Lausanne, SwitzerlandView further author information
,
Elias S.W. ShiuDepartment of Statistics and Actuarial Science, The University of Iowa, Iowa City, IA, USAView further author information
&
Hailiang YangDepartment of Statistics and Actuarial Science, The University of Hong Kong, Hong KongCorrespondence[email protected]
View further author information
Pages 62-79 | Received 23 Nov 2017, Accepted 10 Jun 2018, Published online: 03 Jul 2018

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Read on this site (3)

Yinzhi Wang & Erik Bølviken. (2022) How Much Is Optimal Reinsurance Degraded by Error?. North American Actuarial Journal 26:2, pages 283-297.
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Wenjun Zhu, Ken Seng Tan & Lysa Porth. (2021) Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle". North American Actuarial Journal 25:3, pages 466-467.
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Hans U. Gerber & Elias S. W. Shiu. (2021) Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4). North American Actuarial Journal 25:3, pages 459-465.
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Articles from other publishers (3)

Tsvetelin S. Zaevski & Dragomir C. Nedeltchev. (2023) From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. International Review of Financial Analysis 87, pages 102645.
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Alexandru V. Asimit, Ka Chun Cheung, Wing Fung Chong & Junlei Hu. (2020) Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics 95, pages 17-27.
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Fangda Liu, Jun Cai, Christiane Lemieux & Ruodu Wang. (2020) Convex risk functionals: Representation and applications. Insurance: Mathematics and Economics 90, pages 66-79.
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