scientific article; zbMATH DE number 3996960
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Publication:4723115
zbMATH Open0615.62133MaRDI QIDQ4723115FDOQ4723115
Authors: Lourdes Centeno 
Publication date: 1986
Title of this publication is not available (Why is that?)
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- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
expected utilityoptimal reinsurancemoment functionsadjustment coefficientexcess of lossstop-lossquota reinsurance
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- Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
- Ruin probabilities under optimal combining quota-share and excess of loss reinsurance
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- Optimal reinsurance of dependent risks
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
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- Properties of functions of the excess of loss retention limit with applications
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- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
- Measuring the effects of reinsurance by the adjustment coefficient
- A note on optimal insurance risk control with multiple reinsurers
- Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
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