𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Equilibria in a proportional reinsurance market

✍ Scribed by Hans U. Gerber

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
267 KB
Volume
3
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Non-optimality of a linear combination o
Non-optimality of a linear combination of proportional and non-proportional reinsurance
✍ W HΓΌrlimann πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 78 KB

For the subclass of reinsurance contracts with maximum deductible contained in the class of all bivariate comonotonic riskexchange structures associated to a given risk, we consider optimality with respect to a long-term actuarial mean self-financing property and competitiveness of the insurance pre