Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria

DOI10.1016/j.insmatheco.2007.02.008zbMath1152.91583OpenAlexW2070227856MaRDI QIDQ998265

M. L. Centeno, Manuel C. Guerra

Publication date: 28 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.02.008

zbMATH Keywords

riskruin probabilityoptimal reinsuranceadjustment coefficientexponential utility functionpremium principlesstop loss

Mathematics Subject Classification ID

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Cites Work

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• On convex principles of premium calculation
• Principles of optimal control theory. Translated from Russian by Karol Makowski. Translation editor Leonard D. Berkovitz
• Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient

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