Measuring the effects of reinsurance by the adjustment coefficient

DOI10.1016/0167-6687(86)90043-0zbMath0598.62141MaRDI QIDQ1079912

Lourdes Centeno

Publication date: 1986

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(86)90043-0

zbMATH Keywords

compound Poisson; optimal reinsurance; adjustment coefficient; excess of loss; Lundberg's inequality; quota-share; reinsurance retention limits

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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Cites Work

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• Practical aspects of stop-loss calculations
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