On the derivation of reinsurance premiums

DOI10.1016/0167-6687(89)90027-9zbMath0676.62088OpenAlexW1983194858MaRDI QIDQ1122921

Jack S. K. Chang, I. Krinsky, Chun Shun Cheung

Publication date: 1989

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90027-9

zbMATH Keywords

option pricinginsurance premiumsceding companyequilibrium reinsurance premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Valuation of catastrophe reinsurance with catastrophe bonds

Cites Work

• Some thoughts on (re) insurance loadings under a ruin criterion
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