Toward a theory of reinsurance and retrocession (Q5956050)
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scientific article; zbMATH DE number 1708398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Toward a theory of reinsurance and retrocession |
scientific article; zbMATH DE number 1708398 |
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Toward a theory of reinsurance and retrocession (English)
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12 December 2002
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This paper develops a formal game-theoretic model to examine the potential value of adding a reinsurance structure to the insurance industry and considers the possibility of an optimal number of reinsurance/retrocession levels in its design.
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reinsurance
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retrocession
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strategic market game
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