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Non-optimality of a linear combination of proportional and non-proportional reinsurance

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  • Hurlimann, W.

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  • Hurlimann, W., 1999. "Non-optimality of a linear combination of proportional and non-proportional reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 219-227, May.
    • Handle: RePEc:eee:insuma:v:24:y:1999:i:3:p:219-227
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    References listed on IDEAS

    as
    1. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    2. Hurlimann, Werner, 1994. "A note on experience rating, reinsurance and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 14(3), pages 197-204, July.
    3. Denneberg, Dieter, 1990. "Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1," ASTIN Bulletin, Cambridge University Press, vol. 20(2), pages 181-190, November.
    4. Wang, Shaun, 1996. "Premium Calculation by Transforming the Layer Premium Density," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 71-92, May.
    5. Hurlimann, Werner, 1988. "On algebraic equivalence of tariffing systems," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 35-37, January.
    6. Koller, Bruno & Dettwyler, Nicole, 1997. "APS Reinsurance," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 329-337, November.
    7. Bäuerle, Nicole & Müller, Alfred, 1998. "Modeling and Comparing Dependencies in Multivariate Risk Portfolios," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 59-76, May.
    8. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    9. De Pril, Nelson, 1989. "The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims," ASTIN Bulletin, Cambridge University Press, vol. 19(1), pages 9-24, April.
    10. Hürlimann, W., 1990. "Pseudo Compound Poisson Distributions in Risk Theory," ASTIN Bulletin, Cambridge University Press, vol. 20(1), pages 57-79, April.
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