A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is
The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer
In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties. In this paper, we aim to explore a combination of these contracts. The survival functions of the ceded loss and the retained loss are firstly investigated. Optimizing such a reinsurance design is then carried out from the joint perspective of the insurer and thedoi:10.3390/risks9070125 fatcat:ejs5wme5dba3fc2jkls3qtgt5e