Centeno, M. de Lourdes2023-05-122023-05-122002Centeno, 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).0167-6687http://hdl.handle.net/10400.5/27767We 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.engSparre Anderson ModelAdjustment CoefficientReinsuranceExcess of LossQuota-shareCombinations of Excess of Loss and Quota-share Reinsurancejournal article10.1016/S0167-6687(01)00095-6