𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Securitization, Insurance, and Reinsurance

✍ Scribed by J. David Cummins; Philippe Trainar


Book ID
109158607
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
250 KB
Volume
76
Category
Article
ISSN
0022-4367

No coin nor oath required. For personal study only.


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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.