Measuring the effects of reinsurance by the adjustment coefficient
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Publication:1079912
DOI10.1016/0167-6687(86)90043-0zbMath0598.62141MaRDI QIDQ1079912
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
compound Poisson; optimal reinsurance; adjustment coefficient; excess of loss; Lundberg's inequality; quota-share; reinsurance retention limits
62P05: Applications of statistics to actuarial sciences and financial mathematics
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