Publicação
Optimal reinsurance
| Resumo: | 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.. |
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| Autores principais: | Centeno, M. de Lourdes |
| Outros Autores: | Simões, Onofre Alves |
| Assunto: | Reinsurance Retention Quota Share Excess of Loss Surplus Stop Loss Premium Principles Adjustment Coefficient Risk Measures Reaseguro Retencion Cuota parte Cuota parte Exceso de pérdida Superávit Detener la pérdida de Principios de prima Coeficiente de ajuste Medidas de riesgo |
| Ano: | 2009 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório da Universidade de Lisboa |
| Resumo: | 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.. |
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