Publicação
Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model
| dc.contributor.author | Centeno, M. de Lourdes | |
| dc.date.accessioned | 2023-05-12T20:28:22Z | |
| dc.date.available | 2023-05-12T20:28:22Z | |
| dc.date.issued | 2002 | |
| dc.description.abstract | We study the insurer’s adjustment coefficient as a function of retention levels for combinations of quota-share with excess of loss reinsurance in the Sparre Anderson model [In: Transactions of the XV International Congress of Actuaries]. We show that the insurer’s adjustment coefficient is a unimodal function of the retention levels when the quota-share reinsurance premium is calculated on original terms and when the excess of loss premium is calculated according to the expected value principle. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Centeno, M. de Lourdes.(2002). “Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model”. Insurance: Mathematics and Economics, Vol. 30, Issue 1: pp. 37-49. (Search PDF in 2023). | pt_PT |
| dc.identifier.doi | 10.1016/S0167-6687(01)00095-6 | pt_PT |
| dc.identifier.issn | 0167-6687 | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/27767 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Elsevier | pt_PT |
| dc.subject | Sparre Anderson Model | pt_PT |
| dc.subject | Adjustment Coefficient | pt_PT |
| dc.subject | Reinsurance | pt_PT |
| dc.subject | Excess of Loss | pt_PT |
| dc.subject | Quota-share | pt_PT |
| dc.subject | Combinations of Excess of Loss and Quota-share Reinsurance | pt_PT |
| dc.title | Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |