Optimal non-life reinsurance under Solvency II Regime

Article Properties
Cite
Asimit, Alexandru V., et al. “Optimal Non-Life Reinsurance under Solvency II Regime”. Insurance: Mathematics and Economics, vol. 65, 2015, pp. 227-3, https://doi.org/10.1016/j.insmatheco.2015.09.006.
Asimit, A. V., Chi, Y., & Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, 227-237. https://doi.org/10.1016/j.insmatheco.2015.09.006
Asimit AV, Chi Y, Hu J. Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics. 2015;65:227-3.
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Refrences
Title Journal Journal Categories Citations Publication Date
Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
10 2014
Empirical Approach for Optimal Reinsurance Design North American Actuarial Journal
  • Social Sciences: Finance
23 2014
Optimal reinsurance in the presence of counterparty default risk Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
24 2013
Optimal reinsurance with general premium principles Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
67 2013
On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
22 2012
Refrences Analysis
The category Social Sciences: Economic theory. Demography: Economics as a science 9 is the most frequently represented among the references in this article. It primarily includes studies from Scandinavian Actuarial Journal The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Optimal reinsurance designs based on risk measures: a review Statistical Theory and Related Fields
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
24 2020
Optimal robust insurance with a finite uncertainty set Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
4 2019
Optimal Robust Insurance with a Finite Uncertainty Set SSRN Electronic Journal 2018
Some mathematical aspects of price optimisation Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
1 2017
Efficient risk allocation within a non-life insurance group under Solvency II Regime Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
10 2016
Citations Analysis
The category Science: Mathematics: Probabilities. Mathematical statistics 6 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Optimal non-life reinsurance under Solvency II Regime and was published in 2015. The most recent citation comes from a 2020 study titled Optimal reinsurance designs based on risk measures: a review. This article reached its peak citation in 2016, with 3 citations. It has been cited in 4 different journals, 25% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year