A Note On Optimal Reinsurance

Publisher: Cambridge University Press

E-ISSN: 1783-1350|8|2|154-163

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.8, Iss.2, 1975-09, pp. : 154-163

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

In the past the subject of optimal reinsurance has been dealt with by various authors such as Borch (1), Kahn (2) and Verbeek (3). Borch tries to look at the problem from the point of view of a company which acts as both Insurer and Reinsurer whereas the viewpoint of Kahn and Verbeek is that of a Ceding Company.