Optimal retention levels, given the joint survival of cedent and reinsurer

Scandinavian Actuarial Journal

Volumn 2004, Issue 6, 2004, Pages 401-430

  Kaishev, Vladimir K ^a   Ignatov, Zvetan G ^b   Krachunov, Rossen S ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b NONE   (United Kingdom)

Author keywords

Excess of loss; Optimal reinsurance; Optimal retention levels; Probability of joint survival of cedent and reinsurer

Indexed keywords

EID: 33750349543     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230410020437     Document Type: Article

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