TY  - JOUR
AU  - Balbás De La Corte, Alejandro
AU  - Balbás Aparicio, Beatriz
AU  - Balbás Aparicio, Raquel
AU  - Heras Martínez, Antonio José
PY  - 2022
DO  - 10.1016/j.insmatheco.2021.12.004
SN  - 0167-6687
UR  - https://hdl.handle.net/20.500.14352/129184
T2  - Insurance: Mathematics and Economics
AB  - This paper will deal with the optimal reinsurance problem and will involve the goals of both insurer and reinsurer. In particular, the study will incorporate the initial (before reinsurance) risk that the reinsurer uses in order to diversify (or...
LA  - eng
M2  - 27
PB  - Elsevier
KW  - Optimal reinsurance
KW  - risk measure
KW  - moral hazard
KW  - marginal indemnity
KW  - relationships between premium and transferred risk
TI  - Risk transference constraints in optimal reinsurance
TY  - journal article
VL  - 103
ER  -