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Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria - MaRDI portal

Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265)

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scientific article; zbMATH DE number 5499579
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English
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
scientific article; zbMATH DE number 5499579

    Statements

    Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (English)
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    28 January 2009
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    optimal reinsurance
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    risk
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    stop loss
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    ruin probability
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    adjustment coefficient
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    premium principles
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    exponential utility function
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