A note on the problem of maximizing the adjustment coefficient

MaRDI QIDQ3463035zbMATH OpenFDO

Authors Mi Chen

Publication date 15 January 2016

zbMATH Keywords

adjustment coefficientexponential premium principleoptimal solutionreinsurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(2)

• A Note on Coefficient Adjustment Using Sos Constraints
• On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

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