On Optimal Reinsurance

Abstract
In this paper an attempt is made to find an answer to the question, "What is the most advantageous size for the retention limit of a risk portfolio, given the fact that a certain stability requirement is to be satisfied ?"
Volume
4:1
Page
29-38
Year
1966
Categories
Financial and Statistical Methods
Loss Distributions
Business Areas
Reinsurance
Publications
ASTIN Bulletin
Authors
H G Verbeek