Centro de Documentacion de Fundación MAPFRE - Reinsurance arragements maximizing insurer's survival probability

Notas: 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 reinsurerRegistros relacionados: En: The Journal of risk and insurance. - Orlando. - Volume 71, number 3, September 2004 ; p. 421-435Materia / lugar / evento: Reaseguro Matemática del seguro Cálculo de probabilidades Otros autores: Zagrodny, Dariusz
Títulos secundarios: Título: The Journal of risk and insurance
Otras clasificaciones: 6

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