An insight into the excess of loss retention limit

DOI10.1080/03461238.1991.10413884zbMath0783.62082OpenAlexW1992109816MaRDI QIDQ4034585

Lourdes Centeno

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1080/03461238.1991.10413884

zbMATH Keywords

algorithmadjustment coefficientexcess of loss reinsuranceexpected value principleretention limitreinsurance premiumoptimum retention

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Properties of functions of the excess of loss retention limit with applications ⋮ Excess of loss reinsurance under joint survival optimality ⋮ Reinsurance and ruin ⋮ A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts ⋮ Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting

Cites Work

• Some mathematical aspects of reinsurance

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