Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model

Insurance: Mathematics and Economics

Volumn 30, Issue 1, 2002, Pages 37-49

  Centeno, Maria De Lourdes ^a,b  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Adjustment coefficient; Combinations of excess of loss and quota share reinsurance; Excess of loss; Quota share; Reinsurance; Sparre Anderson model

Indexed keywords

EID: 0036195005     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00095-6     Document Type: Article

References (9)

1. On combining quota-share and excess of loss
2. Measuring the effects of reinsurance by the adjustment coefficient
3. Some results on optimal reinsurance in terms of the adjustment coefficient
4. On the collective theory of risk in the case of contagious between the claims
5. Excess of loss reinsurance limits
6. Some mathematical aspects of reinsurance