Kazi-Tani, Nabil Indifference pricing of reinsurance with reinstatements using coherent monetary criteria. (English) Zbl 1484.91390 Eur. Actuar. J. 11, No. 1, 161-183 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91B16 62P05 PDFBibTeX XMLCite \textit{N. Kazi-Tani}, Eur. Actuar. J. 11, No. 1, 161--183 (2021; Zbl 1484.91390) Full Text: DOI HAL
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil The de Vylder-Goovaerts conjecture holds within the diffusion limit. (English) Zbl 1415.60031 J. Appl. Probab. 56, No. 2, 546-557 (2019). MSC: 60F17 91B30 60B10 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., J. Appl. Probab. 56, No. 2, 546--557 (2019; Zbl 1415.60031) Full Text: DOI