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Optimal reinsurance for variance related premium calculation principles
Recurso electrónico / electronic resource
Section: Articles
Title: Optimal reinsurance for variance related premium calculation principles / Manuel Guerra, Maria de Lourdes CentenoAuthor: Guerra, Manuel ‌
Notes: Sumario: This paper deals with numerical computation of the optimal form of reinsurance from the ceding company point of view, when the cedent seeks to maximize the adjustment coefficient of the retained risk and the reinsurance loading is an increasing function of the variance.Related records: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 97-121Other categories: 6
Rights: In Copyright (InC)
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