Optimal claim behaviour for vehicle damage insurances
نویسندگان
چکیده
منابع مشابه
Optimal per claim reinsurance for dependent risks∗
This paper generalizes the results on optimal reinsurance presented in Centeno and Guerra (2008) to the case of an insurer holding a portfolio of k dependent risks. It is assumed that the number of claims of a risk may depend on the number of claims of the other risks of the portfolio. Our aim is to determine the optimal form of reinsurance for each risk when the cedent seeks to maximize the ad...
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 1993
ISSN: 0167-6687
DOI: 10.1016/0167-6687(93)90235-h