A discussion of‘optimal reinsurance designs based on risk measures:a review’
作者机构:Amsterdam School of EconomicsUniversity of AmsterdamAmsterdamThe Netherlands
出 版 物:《Statistical Theory and Related Fields》 (统计理论及其应用(英文))
年 卷 期:2020年第4卷第1期
页 面:14-15页
学科分类:12[管理学] 02[经济学] 0202[经济学-应用经济学] 1204[管理学-公共管理] 020204[经济学-金融学(含∶保险学)] 120404[管理学-社会保障]
主 题:academic insurance optimal
摘 要:I congratulate the authors on their review article(Cai and Chi,2020).Their paper reviews the academic literature on optimal reinsurance problems with risk *** optimal reinsurance,an insurer seeks to share the exogenously given risk X with a reinsurer.