Optimal reinsurance

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2009 Portugal English Publisher:Springer Science and Business Media LLCJournal:RACSAM - Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, volume 103, pages 387-404 (issn: 1578-7303, eissn: 1579-1505,

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Authors: Centeno, M. de Lourdes; Simões, Onofre Alves;

doi: 10.1007/bf03191914

handle: 10400.5/24422

Optimal reinsurance

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Abstract

Este articulo presenta algunos resultados importanes de reaseguro ´optimo, desde el trabajo pionero de Bruno de Finetti en 1940. Ya que la literatura sobre este tema ha aumentado de forma sustancial en la ´ultima d´ecada, le damos una atenci´on particular a los resultados m´as recientes.

In this article we present a few of the results obtained on optimal reinsurance, since the pioneer work by Bruno de Finetti in 1940. As literature on the subject increased substantially in the last decade, a particular attention was given to these more recent results..

info:eu-repo/semantics/publishedVersion

Country

Portugal

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Keywords

Principios de prima, Exceso de pérdida, Risk Measures, Premium Principles, Reaseguro, Coeficiente de ajuste, Retention, Detener la pérdida de, Reinsurance, Excess of Loss, Cuota parte, Surplus, Retencion, Adjustment Coefficient, Superávit, Stop Loss, Medidas de riesgo, Quota Share

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