Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.02.008 / rank | |||
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| Property / OpenAlex ID: W2070227856 / rank | |||
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| Property / cites work | |||
| Property / cites work: On convex principles of premium calculation / rank | |||
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| Property / cites work: Principles of optimal control theory. Translated from Russian by Karol Makowski. Translation editor Leonard D. Berkovitz / rank | |||
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| Property / cites work: Q3868650 / rank | |||
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| Property / cites work: Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient / rank | |||
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| Property / cites work: Q4340096 / rank | |||
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Latest revision as of 00:04, 29 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria |
scientific article |
Statements
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (English)
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28 January 2009
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optimal reinsurance
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risk
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stop loss
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ruin probability
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adjustment coefficient
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premium principles
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exponential utility function
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