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Dynamic equilibrium and the structure of premiums in a reinsurance market

Dynamic equilibrium and the structure of premiums in a reinsurance market
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Título: Dynamic equilibrium and the structure of premiums in a reinsurance market / Knut K. AaseAutor: Aase, Knut K.
Notas: Sumario: Introduction -- The economic model -- Dynamic equilibrium in the reinsurance economy IE -- The individual dynamic optimization problems - proportional treaties -- The existence of a stochastic equilibrium - general non-proportional treaties -- The term structure of interest rates -- ApplicationsRegistros relacionados: En: The Geneva papers on risk and insurance Theory. - Boston [etc.]. - nº 2, December 1992 ; p. 93-136Materia / lugar / evento: Reaseguro Mercado de seguros Análisis económico Teoría del seguro Matemática del seguro Títulos secundarios: Título: The Geneva papers on risk and insurance theory
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