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Reinsurance arragements maximizing insurer's survival probability

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<rdf:Description>
<dc:creator>Gajek, Leslaw</dc:creator>
<dc:creator>Zagrodny, Dariusz</dc:creator>
<dc:date>2004-09-01</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/57813.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Reaseguro</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Cálculo de probabilidades</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Reinsurance arragements maximizing insurer's survival probability</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 71, number 3, September 2004 ;  p. 421-435</dc:relation>
</rdf:Description>
</rdf:RDF>