scientific article; zbMATH DE number 599630

MaRDI QIDQ4297832zbMATH OpenFDO

Authors Werner Hürlimann

Publication date 25 October 1994

zbMATH Keywords

Chebyshev approximationdiscrete timedistribution-freemean-variance frameworkpercentile premium calculation principlereinsurance of the risk of non-solvabilitysolvability modelsolvability premiumstability criterionstop-loss order relationstop-loss reinsurance

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Stability of solutions in optimal reinsurance problem
• scientific article; zbMATH DE number 1984194
• A dynamic reinsurance theory
• scientific article; zbMATH DE number 6160790
• Reinsurance and ruin

Cited in

(7)

• On distribution-free safe layer-additive pricing
• Solvency margins and equalization reserves
• Non-optimality of a linear combination of proportional and non-proportional reinsurance
• Best bounds for expected financial payoffs. II: Applications
• Predictive stop-loss premiums and Student's t-distribution
• A theory of risk, return and solvency
• Enhancing insurer value through reinsurance optimization

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4297832)