An extension of Arrow's result on optimality of a stop loss contract

Insurance: Mathematics and Economics

Volumn 35, Issue 3, 2004, Pages 527-536

  Kaluszka, Marek ^a  

^a LODZ UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Harm function; Mean variance premium principles; Reinsurance; Reinsurance contracts; Risk meausre; Semi variance; Stop loss

Indexed keywords

EID: 10144232765     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.07.011     Document Type: Article

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