scientific article; zbMATH DE number 3996960
From MaRDI portal
Publication:4723115
zbMATH Open0615.62133MaRDI QIDQ4723115FDOQ4723115
Authors: Lourdes Centeno
Publication date: 1986
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 4076408
- Measuring the effects of reinsurance by the adjustment coefficient
- Ruin probabilities under optimal combining quota-share and excess of loss reinsurance
- Non-optimality of a linear combination of proportional and non-proportional reinsurance
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
expected utilityoptimal reinsurancemoment functionsadjustment coefficientexcess of lossstop-lossquota reinsurance
Cited In (12)
- 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
- Title not available (Why is that?)
- Optimal reinsurance of dependent risks
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility
- Title not available (Why is that?)
- Properties of functions of the excess of loss retention limit with applications
- Title not available (Why is that?)
- 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.
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 Q4723115)