Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368)

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scientific article; zbMATH DE number 2041777
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Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
scientific article; zbMATH DE number 2041777

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    Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (English)
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    14 February 2004
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    Proportional and non-proportional reinsurance
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    Optimal reinsurance
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    Mean
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    variance criterion
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