Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market-Reference-Cited by-同舟云学术

Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market

Published:1992-12 Issue:2 Volume:17 Page:93-136
ISSN:0926-4957
Container-title:The Geneva Papers on Risk and Insurance Theory
language:
Short-container-title:Geneva Pap R I-Iss P

Author:

Aase Knut K.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting,Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Accounting

Reference49 articles.

1. AASE, K.K. [1992a]: ?Premiums in a Dynamic Model of a Reinsurance Market,?Scandinavian Actuarial Journal (to appear).

2. AASE, K.K. [19926]: ?Continuous Trading in an Exchange Economy Under Discontinuous Dynamics,?Scandinavian Journal of Management (to appear).

3. AASE, K.K. [1988]: ?Contingent Claims Valuation When the Security Price is a Combination of an Itô Process and a Random Point Process,?Stochastic Processes and their Applications, 28, 185?220.

4. AASE, K.K. [1985]: ?R&D-Projects Analyzed by Semimartingale Methods,?J. Appl. Prob., 22, 288?299.

5. AASE, K.K. [1990]: ?Stochastic Equilibrium and Premiums in Insurance,? inApproche Actuarielle des Risques Financiers, 1 er Colloque International AFIR-Paris, 59?79.

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