Título: Optimal reinsurance for variance related premium calculation principles / Manuel Guerra, Maria de Lourdes Centeno
Autor: Guerra, Manuel
Notas: Sumario: This paper deals with numerical computation of the optimal form of reinsurance from the ceding company point of view, when the cedent seeks to maximize the adjustment coefficient of the retained risk and the reinsurance loading is an increasing function of the variance.
Outras classificações: 6
Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/