Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria

By M. Guerra, M. D. L. Centeno. 2008

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a3e7868785a60dbd330fccbca0bac52457c72805

Citations in the corpus

• Optimal Reinsurance Revisited – A Geometric Approach (2010, unknown): “See for example Gerber ( 1979 ), Waters ( 1983 ), Goovaerts et al. ( 1989 ), Bowers et al. ( 1997 ), Young ( 1999 ), Schmitter ( 2001 ), Verlaak and Beirlant ( 2003 ), Kaluszka, ( 2001, 2004a, 2004b, 2005 ), Guerra and Centeno ( 2008 ), Balbás et al. ( 2008 ), amongst others.”