Title of article
Optimal reinsurance under mean-variance premium principles
Author/Authors
M. Kaluszka، نويسنده , , Marek، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
7
From page
61
To page
67
Abstract
We derive optimal reinsurance under premium principles based on the mean and variance of the reinsurer’s share of the total claim amount. Both global reinsurance and local reinsurance are studied. Examples considered include standard deviation principle and variance principle.
Keywords
Global reinsurance , Optimal reinsurance , Local reinsurance
Journal title
Insurance Mathematics and Economics
Serial Year
2001
Journal title
Insurance Mathematics and Economics
Record number
1542359
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