منابع مشابه
Optimal reinsurance under mean-variance premium principles
We derive optimal reinsurance under premium principles based on the mean and variance of the reinsurer’s share of the total claim amount. Both global reinsurance and local reinsurance are studied. Examples considered include standard deviation principle and variance principle. © 2001 Elsevier Science B.V. All rights reserved. MSC: Primary 90A46; Secondary 62P05
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1962
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s0515036100009995