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
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
Journal title :
Insurance Mathematics and Economics
