Reinsurance arragements maximizing insurer's survival probability
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| 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 | ||
| 100 | 1 | $0MAPA20080069322$aGajek, Leslaw | |
| 245 | 1 | 0 | $aReinsurance arragements maximizing insurer's survival probability$cLeslaw Gajek, Dariusz Zagrodny |
| 520 | 8 | $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 | |
| 650 | 1 | 1 | $0MAPA20080552367$aReaseguro |
| 650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 1 | 1 | $0MAPA20080616106$aCálculo de probabilidades |
| 700 | 1 | $0MAPA20080210786$aZagrodny, Dariusz | |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 71, number 3, September 2004 ; p. 421-435 |