SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model
7 references·0 citing·20 second hop
Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model (2002)Measuring the effects of reinsurance by t…Aspects of Risk Theory (1991)Aspects of Risk TheorySome Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (1990)Some Results on Optimal Reins…Measuring the effects of reinsurance by the adjustment coefficient (1986)Measuring the effects of rein…Some mathematical aspects of reinsurance (1983)Some mathematical aspects of …An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979] (1981)An Introduction to Mathematic…Excess of loss reinsurance limits (1979)Excess of loss reinsurance li…An introduction to mathematical risk theory (1979)An introduction to mathematic…The safety loading of reinsurance premiums (1960)On a class of measures of dispersion with application to optimal reinsurance (1969)An extension of Arrow’s result on optimality of a stop loss contract (2004)Optimal Reinsurance for Variance Related Premium Calculation Principles (2010)Optimal reinsurance subject to Vajda condition (2013)Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)Upper bound for ruin probabilities under optimal investment and proportional reinsurance (2007)Controlled diffusion models for optimal dividend pay-out (1997)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Reinsurance and the liability insurance crisis (1992)On a class of renewal risk models with a constant dividend barrier (2004)actuar: AnRPackage for Actuarial Science (2008)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (2004)On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (2004)Optimal retention levels, given the joint survival of cedent and reinsurer (2004)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1991Aspects of Risk Theory902 cited
  • 1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]144 cited
  • 1983Some mathematical aspects of reinsurance65 cited
  • 1986Measuring the effects of reinsurance by the adjustment coefficient52 cited
  • 1990Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient47 cited
  • 1979Excess of loss reinsurance limits39 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work