TY  - RPRT
AU  - Balbás De La Corte, Alejandro
AU  - Balbás, Beatriz
AU  - Balbás Aparicio, Raquel
AU  - Heras Martínez, Antonio José
PY  - 2014
DO  - 10.1016/j.insmatheco.2014.11.001
UR  - https://hdl.handle.net/20.500.14352/41708
T2  - Insurance: Mathematics and Economics
AB  - This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty, though the classical uncertainty free case is also included. The insurer and reinsurer degrees of uncertainty do not have to be...
LA  - eng
M2  - 61
KW  - Risk and uncertainty
KW  - Moral hazard
KW  - Optimal reinsurance and optimality conditions
KW  - Bang–bang solution
KW  - The optimal reinsurance linear problem
TI  - Optimal reinsurance under risk and uncertainty
TY  - technical report
ER  -