Theory and Practice in Optimal Reinsurance.

Abstract

In this paper the theory and practice of optimality in reinsurance, from the point of view of the primary insurer (cedent) are discussed. The principal types of reinsurance contracts and their relative merits are described, and the question as to what constitutes an optimal contract is considered. Some of the quantitative concepts relating to the various types of reinsurance are reviewed in the context of the practical considerations which may apply. The limitations and possible uses of these methods are illustrated. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1976
Accession Number
ADA034767

Entities

People

  • Jan W. Kwiatkowski

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Ground and Sea Platforms

DTIC Thesaurus Topics

  • Business Administration
  • California
  • Casualties
  • Coefficients
  • Commerce
  • Contracts
  • Distribution Functions
  • Dynamic Programming
  • Insurance
  • Military Research
  • Negotiations
  • Operations Research
  • Optimization
  • Probability
  • Random Variables
  • Random Walk
  • Security

Readers

  • Government and Public Administration Law.
  • Operations Research
  • Systems Analysis and Design