Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers
نویسندگان
چکیده
منابع مشابه
Optimal reinsurance for variance related premium calculation principles
In this paper we deal with the numerical computation of the optimal form of reinsurance from the ceding company point of view, when the cedent seeks to maximize the adjustment coefficient of the retained risk and the reinsurance loading is an increasing function of the variance. We compare the optimal treaty with the best stop loss policy. The optimal arrangement can provide a significant impro...
متن کاملOptimal reinsurance under mean-variance premium principles
We derive optimal reinsurance under premium principles based on the mean and variance of the reinsurer’s share of the total claim amount. Both global reinsurance and local reinsurance are studied. Examples considered include standard deviation principle and variance principle. © 2001 Elsevier Science B.V. All rights reserved. MSC: Primary 90A46; Secondary 62P05
متن کاملOptimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem with the insurer’s risk measured by distortion risk measure and the reinsurance premium calculated by a general principle including expected premium principle and Wang’s premium principle as its speci...
متن کاملDetermination of the largest pit with the non-negative net profit in the open pit mines
The determination of the Ultimate Pit Limit (UPL) is the first step in the open pit mine planning process. In this stage that parts of the mineral deposit that are economic to mine are determined. There are several mathematical, heuristic and meta-heuristic algorithms to determine UPL. The optimization criterion in these algorithms is maximization of the total profit whilst satisfying...
متن کاملstudy of cohesive devices in the textbook of english for the students of apsychology by rastegarpour
this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1986
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.16.2.2015002