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084013 (M30, B12) Solidarity in group life insurance : Spreeuw J. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 817–827

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
79 KB
Volume
19
Category
Article
ISSN
0167-6687

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084012 (M30) The zero utility principle
084012 (M30) The zero utility principle for scale families of risk distributions : Pfeifer D., Heidergott B. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 711–722
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 79 KB

## 261 the criterion for optimality to minimizing the probability of ruin, either in discrete or continuous time. They investigate this problem through a series of case studies based on a real portfolio. Keyword~: reinsurance, optimal retention levels, finite time ruin, translated gamma process.