Reinsurance arragements maximizing insurer's survival probability

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      <subfield code="a">The 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</subfield>
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      <subfield code="a">Cálculo de probabilidades</subfield>
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      <subfield code="a">The Journal of risk and insurance</subfield>
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      <subfield code="t">The Journal of risk and insurance</subfield>
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      <subfield code="g">Volume 71, number 3, September 2004 ;  p. 421-435</subfield>
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