Optimal reinsurance for both an insurer and a reinsurer under general premium principles
A reinsurance contract should consider the conflicting interests of the insurer and the reinsurer. An optimal reinsurance contract for one party may not be optimal for another party and it might be unacceptable for another party. Therefore, in this paper, we study the optimal reinsurance models from...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2020-04-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/10.3934/math.2020208/fulltext.html |