On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697): Difference between revisions
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| Property / cites work: Optimal investment for insurers / rank | |||
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Latest revision as of 19:03, 7 June 2024
scientific article; zbMATH DE number 2149156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance |
scientific article; zbMATH DE number 2149156 |
Statements
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (English)
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30 March 2005
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Cramér-Lundberg risk model
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Sparre Andersen risk model
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Markov modulated risk model
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