Extensions of Ohlin's Lemma with Applications to Optimal Reinsurance Structures

Link
http://www.sciencedirect.com/science/journal/01676687
Abstract
Reinsurance Research - Pricing/Contract Design
Volume
13:1
Page
83-97
Year
1993
Categories
Business Areas
Reinsurance
Financial and Statistical Methods
Publications
Insurance: Mathematics & Economics
Authors
Ole Hesselager