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Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model


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  • Centeno, Maria de Lourdes


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Bibliographic Info

Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 30 (2002)
Issue (Month): 1 (February)
Pages: 37-49

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Handle: RePEc:eee:insuma:v:30:y:2002:i:1:p:37-49

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  1. Waters, Howard R., 1983. "Some mathematical aspects of reinsurance," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 2(1), pages 17-26, January.
  2. Centeno, Lourdes, 1986. "Measuring the effects of reinsurance by the adjustment coefficient," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 5(2), pages 169-182, April.
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Cited by:
  1. Cerqueti, Roy & Foschi, Rachele & Spizzichino, Fabio, 2009. "A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 45(1), pages 59-64, August.
  2. Christophe Dutang & Vincent Goulet & Mathieu Pigeon, . "actuar: An R Package for Actuarial Science," Journal of Statistical Software, American Statistical Association, American Statistical Association, vol. 25(i07).
  3. Anna Castañer & M. Claramunt & Maite Mármol, 2012. "Ruin probability and time of ruin with a proportional reinsurance threshold strategy," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, Springer, vol. 20(3), pages 614-638, October.
  4. Centeno, Maria de Lourdes, 2002. "Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 31(3), pages 415-427, December.
  5. Anna Castañer & M.Mercè Claramunt & Maite Mármol, 2014. "Some optimization and decision problems in proportional reinsurance," UB Economics Working Papers, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics 2014/310, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
  6. Verlaak, Robert & Beirlant, Jan, 2003. "Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 33(2), pages 381-403, October.
  7. repec:hal:wpaper:hal-00746251 is not listed on IDEAS


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