𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal reinsurance

✍ Scribed by Maria de Lourdes Centeno; Onofre Simões

Book ID
105732144
Publisher
Springer Milan
Year
2009
Tongue
English
Weight
241 KB
Volume
103
Category
Article
ISSN
1578-7303

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📜 SIMILAR VOLUMES

Insurer’s optimal reinsurance strategies
Insurer’s optimal reinsurance strategies
✍ Lesław Gajek; Dariusz Zagrodny 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 80 KB

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.