On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

ASTIN Bulletin

Volumn 34, Issue 1, 2004, Pages 75-83

  Hald, Morten ^a   Schmidli, Hanspeter ^b  

^a Codanhus ^*  (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Adjustment coefficient; Cram r Lundberg risk model; Markov modulated risk model; proportional reinsurance; Sparre Andersen risk model

Indexed keywords

EID: 84966528121     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S051503610001388X     Document Type: Article

References (9)

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