Optimal reinsurance for variance related premium calculation principles

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<title>Optimal reinsurance for variance related premium calculation principles</title>
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<dateIssued encoding="marc">2010</dateIssued>
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<abstract displayLabel="Summary">This 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.</abstract>
<note type="statement of responsibility">Manuel Guerra, Maria de Lourdes Centeno</note>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
<identifier type="local">MAP20077000420</identifier>
<part>
<text>03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 97-121</text>
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