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Optimal reinsurance for variance related premium calculation principles

Recurso electrónico / electronic resource
Registro MARC
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100  ‎$0‎MAPA20120013537‎$a‎Guerra, Manuel
24510‎$a‎Optimal reinsurance for variance related premium calculation principles‎$c‎Manuel Guerra, Maria de Lourdes Centeno
520  ‎$a‎This paper deals with numerical computation of the optimal form of reinsurance from the ceding company point of view, when the cedent seeks to maximize the adjustment coefficient of the retained risk and the reinsurance loading is an increasing function of the variance.
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 97-121