Insurance Mathematics and Economics · 2014 · 37 citations · 19 references
BusinessInsuranceRisk ManagementInsurance EconomicsInsurance FinanceReinsuranceReinsurance EconomicsReinsurance FinanceReinsurance MarketsReinsurance OperationsReinsurance PricingReinsurance Program DesignDistortion MeasuresOptimal Insurance PricingOptimal RetentionOptimization-based PricingPremium ElasticityReinsurance Optimization Under UncertaintyReinsurance Strategy
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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