Abstract
In this paper we shall consider a given portfolio of insurance contracts, and we shall study the following two problems:
(i) How should this portfolio be reinsured? (ii) What reserves should the company maintain to pay claims which will be made under the contracts in the portfolio?
Volume
4:1
Page
59-68
Year
1966
Categories
Business Areas
Reinsurance
Actuarial Applications and Methodologies
Reserving
Publications
ASTIN Bulletin
