scientific article; zbMATH DE number 3934277

MaRDI QIDQ3706385zbMATH OpenFDO

Authors H. U. Gerber

Publication date 1984

zbMATH Keywords

chains of reinsuranceexponential utility functionsnormal distribution

Mathematics Subject Classification ID

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

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Cited in

(6)

• Perturbation calculus in risk theory: Application to chains and trees of reinsurance
• A continuous-time theory of reinsurance chains
• scientific article; zbMATH DE number 4180617 (Why is no real title available?)
• Double chain ladder, claims development inflation and zero-claims
• Chains of reinsurance
• Pareto optimal chains of reinsurance

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