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de Lourdes Centeno, Maria; Manuel Andrade e Silva, Joao - In: Insurance: Mathematics and Economics 28 (2001) 3, pp. 341-350

Persistent link: https://www.econbiz.de/10005374685

Dependent risks and excess of loss reinsurance

de Lourdes Centeno, Maria - In: Insurance: Mathematics and Economics 37 (2005) 2, pp. 229-238

Persistent link: https://www.econbiz.de/10005375218

Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria

Guerra, Manuel; de Lourdes Centeno, Maria - In: Insurance: Mathematics and Economics 42 (2008) 2, pp. 529-539

This paper is concerned with the optimal form of reinsurance from the ceding company point of view, when the cedent seeks to maximize the adjustment coefficient of the retained risk. We deal with the problem by exploring the relationship between maximizing the adjustment coefficient and...

Persistent link: https://www.econbiz.de/10005380739

Bootstrap Methodology in Claim Reserving

Pinheiro, Paulo J.R.; Andrade-e-Silva, Jo~ao Manuel; de … - In: The journal of risk and insurance : the journal of the … 70 (2003) 4, pp. 701-714

Persistent link: https://www.econbiz.de/10006167551

Dependent risks and excess of loss reinsurance

de Lourdes Centeno, Maria - In: Insurance / Mathematics & economics 37 (2005) 2, pp. 229-238

Persistent link: https://www.econbiz.de/10006874803

Bonus systems in an open portfolio

de Lourdes Centeno, Maria; Andrade-e-Silva, Jo~ao Manuel - In: Insurance / Mathematics & economics 28 (2001) 3, pp. 341-350

Persistent link: https://www.econbiz.de/10006901485

Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria

Guerra, Manuel; de Lourdes Centeno, Maria - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 529-539

Persistent link: https://www.econbiz.de/10007988423

Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria

Guerra, Manuel; de Lourdes Centeno, Maria - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 529-540

Persistent link: https://www.econbiz.de/10008879717

The optimal reinsurance strategy : the individual claim case

Centeno, Maria de Lourdes; Guerra, Manuel - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 450-460

Persistent link: https://www.econbiz.de/10003981141

A note on bonus scales

Silva, João Manuel Andrade e; Centeno, Maria de Lourdes - In: The journal of risk and insurance : the journal of the … 72 (2005) 4, pp. 601-607

Persistent link: https://www.econbiz.de/10003242023