Fang, Ying; Cheng, Guo; Qu, Zhongfeng Optimal reinsurance for both an insurer and a reinsurer under general premium principles. (English) Zbl 1484.91382 AIMS Math. 5, No. 4, 3231-3255 (2020). MSC: 91G05 60E15 PDF BibTeX XML Cite \textit{Y. Fang} et al., AIMS Math. 5, No. 4, 3231--3255 (2020; Zbl 1484.91382) Full Text: DOI OpenURL
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi Optimal reinsurance under VaR and CTE risk measures. (English) Zbl 1140.91417 Insur. Math. Econ. 43, No. 1, 185-196 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., Insur. Math. Econ. 43, No. 1, 185--196 (2008; Zbl 1140.91417) Full Text: DOI OpenURL
Krvavych, Yuriy; Sherris, Michael Enhancing insurer value through reinsurance optimization. (English) Zbl 1168.91415 Insur. Math. Econ. 38, No. 3, 495-517 (2006). MSC: 91B30 62E10 62P05 90C90 PDF BibTeX XML Cite \textit{Y. Krvavych} and \textit{M. Sherris}, Insur. Math. Econ. 38, No. 3, 495--517 (2006; Zbl 1168.91415) Full Text: DOI OpenURL
Gajek, Lesław; Zagrodny, Dariusz Optimal reinsurance under general risk measures. (English) Zbl 1136.91478 Insur. Math. Econ. 34, No. 2, 227-240 (2004). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{D. Zagrodny}, Insur. Math. Econ. 34, No. 2, 227--240 (2004; Zbl 1136.91478) Full Text: DOI OpenURL