The Optimal Reinsurance Strategy under Conditional Tail Expectation (CTE) and Wang’s Premium Principle
In this study, we take the conditional tail expectation (CTE) as the constraint condition and consider the optimal reinsurance issues under Wang’s premium principle in general insurance contracts. With the confidence level and the distortion function in Wang’s premium principle given by the insurer...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2021-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2021/5986045 |