Relative reinsurance retention levels

ASTIN Bulletin

Volumn 27, Issue 2, 1997, Pages 207-227

  Dickson, David C M ^a   Waters, Howard R ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

finite time ruin; optimal retention levels; Reinsurance; translated gamma process

Indexed keywords

EID: 85011453127     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.2.542048     Document Type: Article

References (12)

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