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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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MAP20071012315
Aase, Knut K.
Dynamic equilibrium and the structure of premiums in a reinsurance market / Knut K. Aase
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 -- Applications
En: The Geneva papers on risk and insurance Theory. - Boston [etc.]. - nº 2, December 1992 ; p. 93-136
1. Reaseguro . 2. Mercado de seguros . 3. Análisis económico . 4. Teoría del seguro . 5. Matemática del seguro . I. Título. II. Título: The Geneva papers on risk and insurance theory.