Mean-Variance Optimal Reinsurance Arrangements

DOI10.1080/03461230410019222zbMath1117.62115OpenAlexW2081986052MaRDI QIDQ3440876

Marek Kaluszka

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230410019222

zbMATH Keywords

reinsuranceexcess of lossquota shareoptimal reinsurance arrangements

Mathematics Subject Classification ID

Related Items (27)

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Cites Work

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• Solvency margins and equalization reserves
• Insurer's optimal reinsurance strategies
• Portfolio Optimization
• Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
• Optimal reinsurance under mean-variance premium principles

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