Optimal proportional reinsurance from the point of view of cedent and reinsurer
Nicolino Ettore D'Ortona and Gabriella Marcarelli
| Year of publication: |
February-June 2017
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|---|---|
| Authors: | D'Ortona, Nicolino Ettore ; Marcarelli, Gabriella |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 4, p. 366-375
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| Subject: | Reinsurance | expected utility | indiffenece pricing | Pareto optimality | compound Poisson distribution | Theorie | Theory | Rückversicherung | Pareto-Optimum | Pareto efficiency | Erwartungsnutzen | Expected utility | Wohlfahrtsökonomik | Welfare economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1148627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772179