On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

DOI10.2143/AST.34.1.504955zbMath1095.91033MaRDI QIDQ4661697

Hanspeter Schmidli, Morten Hald

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

Markov modulated risk model; Cramér-Lundberg risk model; Sparre Andersen risk model

Mathematics Subject Classification ID

Related Items

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Cites Work

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