Optimal reinsurances
- 1 April 1984
- journal article
- research article
- Published by Informa UK Limited in Scandinavian Actuarial Journal
- Vol. 1984 (2), 65-90
- https://doi.org/10.1080/03461238.1984.10413754
Abstract
The purpose of reinsurance arrangements is to cut down the stochastic variation of the retained business of the ceding company. The company naturally wants to have a reinsurance arrangement which would, at least approximately, be optimal in some sense. A reinsurance treaty is optimal if there does not exist another reinsurance arrangement which both the cedent and the reinsurer would prefer.Keywords
This publication has 4 references indexed in Scilit:
- Optimal Risk ExchangesASTIN Bulletin, 1979
- Probability TheoryPublished by Springer Science and Business Media LLC ,1978
- Equilibrium in a Reinsurance MarketEconometrica, 1962
- Le théorème de représentation intégrale dans les ensembles convexes compactsAnnales de l'institut Fourier, 1960