scientific article; zbMATH DE number 3852272

MaRDI QIDQ3321299zbMATH OpenFDO

Authors H. U. Gerber

Publication date 1984

zbMATH Keywords

adjustment coefficientexpected profitreinsurance coveragestables

Mathematics Subject Classification ID

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

Recommendations

• Measuring the effects of reinsurance by the adjustment coefficient
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Cited in

(5)

• A note on the adjustment coefficient in ruin theory
• The role of business insurance in managing a manufacturer's product quality risk
• On randomized reinsurance contracts
• On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
• The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio

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