Comparing Risk Adjusted Premiums from the Reinsurance Point of View

DOI10.2143/AST.28.2.519067MaRDI QIDQ3632881zbMATH OpenOpenAlexFDO

Authors Joao Manuel Andrade E. Silva, Maria de Lourdes Centeno

Publication date 15 June 2009

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.28.2.519067

Mathematics Subject Classification ID

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• Maximization of sensitivity of the PH-premium for families of Pareto distributed risks
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• Pricing Excess of Loss Reinsurance with Reinstatements
• scientific article; zbMATH DE number 7113357 (Why is no real title available?)
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• Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent
• Comparison of the net premium and paid-up benefit valuation principles
• Applying the Proportional Hazard Premium Calculation Principle

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