Publicação
On combining quota-share and excess of loss
| dc.contributor.author | Centeno, M. de Lourdes | |
| dc.date.accessioned | 2023-05-15T10:48:17Z | |
| dc.date.available | 2023-05-15T10:48:17Z | |
| dc.date.issued | 1985 | |
| dc.description.abstract | This paper is devoted to the study of the initial reserve, as a function of the retention limit, needed to assure that the probability of ruin, at the end of a certain period of time, is not higher than an agreed value, for an excess of loss treaty. To assess the probability of ruin, the normal and the normal power approximation are used. It is shown that the initial reserve is not in general an increasing function of the retention, having a minimum under fair assumptions. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Centeno, M. Lourdes. (1985) ."On combining quota-share and excess of loss" . ASTIN Bulletin: The Journal of the IAA, Vol. 15. No.1: pp. 49-63. (Search PDF in 2023). | |
| dc.identifier.doi | 10.2143/AST.15.1.2015034 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/27775 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Cambridge University Press | pt_PT |
| dc.subject | Reinsurance | pt_PT |
| dc.subject | Quota-share | pt_PT |
| dc.subject | Excess of Loss | pt_PT |
| dc.subject | Skewness | pt_PT |
| dc.subject | Coefficient of Variation | pt_PT |
| dc.subject | Constrained Optimization | pt_PT |
| dc.title | On combining quota-share and excess of loss | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |