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Optimal reinsurance for variance related premium calculation principles
Recurso electrónico / electronic resource
MAP20150026934
Guerra, Manuel ‌
Optimal reinsurance for variance related premium calculation principles / Manuel Guerra, Maria de Lourdes Centeno
Sumario: 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
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 97-121
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