Optimal reinsurance for variance related premium calculation principles
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20150026934 | ||
| 003 | MAP | ||
| 005 | 20150911144918.0 | ||
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| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20120013537$aGuerra, Manuel | ||
| 245 | 1 | 0 | $aOptimal reinsurance for variance related premium calculation principles$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. | ||
| 773 | 0 | $wMAP20077000420$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 |