Insurer's optimal reinsurance strategies

被引：61

作者：

Gajek, L ^{[1
]}

Zagrodny, D ^{[1
]}

机构：

[1] Lodz Tech Univ, Math Inst, PL-90924 Lodz, Poland

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2000年 / 27卷 / 01期

关键词：

principles of premium calculation; optimal reinsurance;

D O I：

10.1016/S0167-6687(99)00063-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：105 / 112

页数：8