1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.RM2024
Optimal insurance design with Lambda-Value-at-Risk
Tim J. Boonen, Yuyu Chen, Xia Han +1
This paper explores optimal insurance solutions based on the Lambda-Value-at-Risk ($Λ\VaR$). If the expected value premium principle is used, our findings confirm that, similar to…
stat.AP2024★ 1 cited
A Revisit of the Optimal Excess-of-Loss Contract
Ernest Aboagye, Vali Asimit, Tsz Chai Fung +2
It is well-known that Excess-of-Loss reinsurance has more marketability than Stop-Loss reinsurance, though Stop-Loss reinsurance is the most prominent setting discussed in the opti…