
AIMS Mathematics, 2020, 5(4): 32313255. doi: 10.3934/math.2020208.
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Optimal reinsurance for both an insurer and a reinsurer under general premium principles
1 School of Mathematics and Statistics, Shandong Normal University, Jinan, 250358, China
2 School of Mathematical Sciences, University of Jinan, Jinan, 250022, China
Received: , Accepted: , Published:
Keywords: optimal reinsurance; valueatrisk; changeloss reinsurance; layer reinsurance; quotashare reinsurance with a limit
Citation: Ying Fang, Guo Cheng, Zhongfeng Qu. Optimal reinsurance for both an insurer and a reinsurer under general premium principles. AIMS Mathematics, 2020, 5(4): 32313255. doi: 10.3934/math.2020208
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