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Reinsurance arragements maximizing insurer's survival probability

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<title>Reinsurance arragements maximizing insurer's survival probability</title>
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<title>The Journal of risk and insurance</title>
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<namePart>Gajek, Leslaw</namePart>
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<namePart>Zagrodny, Dariusz</namePart>
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<dateIssued encoding="marc">2004</dateIssued>
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<abstract>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</abstract>
<note type="statement of responsibility">Leslaw Gajek, Dariusz Zagrodny</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080552367">
<topic>Reaseguro</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080616106">
<topic>Cálculo de probabilidades</topic>
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<title>The Journal of risk and insurance</title>
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<publisher>Orlando</publisher>
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<identifier type="local">MAP20077000727</identifier>
<part>
<text>Volume 71, number 3, September 2004 ;  p. 421-435</text>
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