Abstract
In the past the subject of optimal reinsurance has been dealt with by various authors such as Botch (I), Kahn (2) and Verbeek (3)- Borch tries to look at the problem from the point of view of a company which acts as both Insurer and Reinsurer whereas the viewpoint of Kahn and Verbeek is that of a Ceding Company.
Volume
8:2
Page
154-163
Year
1975
Categories
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Reinsurance Analysis
Business Areas
Reinsurance
Publications
ASTIN Bulletin
