Optimal combinations of several reinsurance protections on an heterogeneous insurance portfolio

被引：0
|
作者：
Beirlant, J
Verlaak, R
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 32卷 / 01期
关键词：
proportional & non-proportional treaty reinsurance; optimal reinsurance; stop loss; excess of loss; quota share; surplus; mean variance optimisation criterion; heterogeneous portfolio; expected value premium calculation principle; reinsurance loading; capital allocation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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页码：164 / 164
页数：1
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