Properties of functions of the excess of loss retention limit with applications
type: Item
instance of: scholarly article
title: Properties of functions of the excess of loss retention limit with applications
zbMATH Open document ID: 0814.62068
DOI: 10.1016/0167-6687(94)00016-6
author: Jostein Paulsen
author: Håkon K. Gjessing
published in: Insurance Mathematics \& Economics
publication date: 1995-01-09T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 706880
zbMATH Keywords: optimal policy
zbMATH Keywords: excess of loss retention limit
zbMATH Keywords: insurance portfolio
zbMATH Keywords: excess of loss reinsurance premiums
zbMATH Keywords: premium calculation principles
zbMATH Keywords: investment
zbMATH Keywords: optimization
MaRDI profile type: Publication
full work available at URL: 0167-6687(94)00016-6
OpenAlex ID: W1986679604
cites work: Q3314809
cites work: Q4723115
cites work: Q3806637
cites work: An insight into the excess of loss retention limit
cites work: Q5511041
cites work: Harmonic analysis of the de Rham complex on the sphere.
cites work: Q3314810
cites work: Q3999411
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description: scientific article; zbMATH DE number 706880