Insurance Mathematics and Economics · 2015 · 32 citations · 17 references
BusinessFinancial ManagementInsuranceInsurance EconomicsInsurance FinanceReinsuranceReinsurance EconomicsReinsurance FinanceReinsurance OperationsReinsurance Program DesignReinsurance Program StructureStop-loss ReinsuranceIncomplete Information EquilibriumOptimal RetentionPersistency ModelingReinsurance Optimization Under UncertaintyReinsurance RetentionsReinsurance StrategyStop-loss Pricing
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Optimal reinsurance under VaR and CTE risk measures
Jun Cai, Ken Seng Tan, Chengguo Weng et al. · Insurance Mathematics and Economics · 2008 · 270 citations
Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
Jun Cai, Ken Seng Tan · Astin Bulletin · 2007 · 213 citations · Full text
Business, Insurance, Risk Management +16
Optimal Reinsurance Revisited – A Geometric Approach
Ka Chun Cheung · Astin Bulletin · 2010 · 145 citations
Business, Insurance, Risk Management +17
Actuarial Theory for Dependent Risks: Measures, Orders, and Models
Collin Carbno · Technometrics · 2007 · 132 citations