Insurance Mathematics and Economics · 2005 · 80 citations · 29 references
BusinessBusiness EconomicsInsuranceInsurance EconomicsInsurance OperationsReinsuranceInsurance PricingPremium CalculationReinsurance EconomicsReinsurance FinanceReinsurance OperationsReinsurance PricingConvex ConesConvex RelaxationsConvex SetsOptimal Insurance PricingOptimal RetentionReinsurance Optimization Under UncertaintyReinsurance Strategy
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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Stochastic Processes for Insurance and Finance
Larry Y. Tzeng, Volker Schmidt, Hanspeter Schmidli et al. · Journal of Risk & Insurance · 2001 · 863 citations
Premium Calculation by Transforming the Layer Premium Density
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Louis M. Friedler, Newton L. Bowers, Hans U. Gerber et al. · American Mathematical Monthly · 1986 · 633 citations