Abstract
This paper gives an analytic portfolio approach to optimizing a reinsurance program by minimizing risk under a cost constraint.
Volume
May
Page
113-146
Year
1982
Categories
Financial and Statistical Methods
Aggregation Methods
Collective Risk Model
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Financial and Statistical Methods
Aggregation Methods
Fourier
Financial and Statistical Methods
Loss Distributions
Business Areas
Reinsurance
Publications
Casualty Actuarial Society Discussion Paper Program
Prizes
Michelbacher Prize
