OPTIMAL STOP-LOSS REINSURANCE WITH JOINT UTILITY CONSTRAINTS

Zhang, N; Qian, LY; Jin, Z; Wang, W

Wang, W (corresponding author), Ningbo Univ, Dept Financial Engn, 818 Fenghua Rd, Ningbo 315211, Peoples R China.

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021; 17 (2): 841

Abstract

We investigate the optimal reinsurance problems in this paper, specifically, the stop-loss strategies that can bring mutual benefit to both the insura......

Full Text Link