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Reinsurance arragements maximizing insurer's survival probability

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MARC record
Tag12Value
LDR  00000nab a2200000 i 4500
001  MAP20071505914
003  MAP
005  20080418124855.0
007  hzruuu---uuuu
008  041013e20040901usa|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080069322‎$a‎Gajek, Leslaw
24510‎$a‎Reinsurance arragements maximizing insurer's survival probability‎$c‎Leslaw Gajek, Dariusz Zagrodny
5208 ‎$a‎The article concerns the problem of purchasing a reinsurance policy that maximizes the survival probability of the insurer. Explicit forms of the contracts optimal for the insurer are derived which are stop loss depending on the initial surplus, a quota to be spend on reinsurance and pricing rules of both the insurer and the reinsurer
65011‎$0‎MAPA20080552367‎$a‎Reaseguro
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080616106‎$a‎Cálculo de probabilidades
7001 ‎$0‎MAPA20080210786‎$a‎Zagrodny, Dariusz
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 71, number 3, September 2004 ; p. 421-435