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Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability - MaRDI portal

Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability (Q5397575)

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scientific article; zbMATH DE number 6260924
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Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
scientific article; zbMATH DE number 6260924

    Statements

    Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability (English)
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    24 February 2014
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    combination of quota-share and stop-loss reinsurance
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    expected value principle
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    reinsurance retention
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    joint survival probability
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