Optimal reinsurance

Author:

de Lourdes Centeno Maria,Simões Onofre

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Geometry and Topology,Algebra and Number Theory,Analysis

Reference19 articles.

1. Balbá S, A., Balbá S, B., Heras, A., (2009). Optimal reinsurance with general risk measures,Insurance Math. Econom., in press, http://dx.doi.org/10.1016/j.insmatheco.2008.11.008

2. Beard, R. E., Pentikäinen, T. andPesonen, E., (1977).Risk Theory, 2on ed., Chapman and Hall, London.

3. Borch, K., (1969). The optimum reinsurance treaty.Astin Bull.,5, 293–297.

4. Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. andNesbitt, C. J., (1987).Actuarial Mathematics, Society of Actuaries, Chicago.

5. Bühlmann, H., (1979).Mathematical Methods in Risk Theory, Springer-Verlag, New York.

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