Title of article
Insurer’s optimal reinsurance strategies
Author/Authors
Gajek، نويسنده , , Les?aw and Zagrodny، نويسنده , , Dariusz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
8
From page
105
To page
112
Abstract
The problem of finding an optimal insurer’s strategy of purchasing reinsurance is considered under the standard deviation calculation principles. It is assumed that the strategy must satisfy several kinds of constraints. The optimal reinsurance contract is found out.
Keywords
Optimal reinsurance , Principles of premium calculation
Journal title
Insurance Mathematics and Economics
Serial Year
2000
Journal title
Insurance Mathematics and Economics
Record number
1542310
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