Optimal reinsurance under a new design: two layers and multiple reinsurers

IF 1.5 4区经济学 Q3 BUSINESS, FINANCE

Quantitative Finance Pub Date : 2024-05-29 DOI:10.1080/14697688.2024.2349019

Dingjun Yao, Jinxia Zhu

引用次数: 0

Abstract

We investigate the optimal reinsurance problem considering a more realistic two-layer design involving excess-of-loss reinsurance and multiple reinsurers. Unlike the commonly assumed single-layer d...

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新设计下的最佳再保险：两层和多个再保险人

我们研究了涉及超额损失再保险和多个再保险人的更现实的双层设计的最优再保险问题。与通常假定的单层设计不同的是，我们采用的是双层设计。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Quantitative Finance 社会科学-数学跨学科应用

CiteScore

3.20

自引率

7.70%

发文量

102

审稿时长

4-8 weeks

期刊介绍： The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.