Reinsurance retention levels for property/liability firms. A managerial portofolio selection framework

DOI10.1016/0167-6687(91)90004-HzbMath0729.90956OpenAlexW1577236555MaRDI QIDQ807349

David Nye, Yoram Kroll

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0167-6687(91)90004-h

Mathematics Subject Classification ID

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

Cites Work

• Chains of reinsurance
• Equilibria in a proportional reinsurance market
• Measuring the effects of reinsurance by the adjustment coefficient
• Calculation of the maximum retentions in XL reinsurance
• Some mathematical aspects of reinsurance
• Safety First and the Holding of Assets

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