A Stochastic Simulation Model for Reinsurance Decision Making by Ceding Companies

Author:

Roy Yves,Cummins J. David

Publisher

Springer Netherlands

Reference30 articles.

1. Bagwell, W. Ray. 1972. Property and Liability Insurance Management Model Atlanta:Educational Foundation, Inc.

2. Beard, R.E.; T. Pentikainen; and E. Pesonen. 1969. Risk Theory London:Metheun and Co.

3. Benktander, G. 1973. “Claims Frequency and Risk Premium Rate as a Function of the Size of the Risk.” ASTIN Bulletin 7 (September): 119–136.

4. Borch, Karl. 1960. “An Attempt to Determine the Optimum Amount of Stop-Loss Reinsurance.” Transactions of the 16th International Congress of Actuaries 58: 597–610.

5. Borch, Karl. 1968. The Economics of Uncertainty Princeton:Princeton University Press.

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