NDLI: Optimal Premium Plans for Reinsurance with Reinstatements

Please wait, while we are loading the content...

Optimal Premium Plans for Reinsurance with Reinstatements

Content Provider	Scilit
Author	Hess, Klaus Th. Schmidt, Klaus D.
Copyright Year	2004
Description	The present paper is concerned with optimal premium plans for a reinsurance contract with reinstatements. In the reinsurance contract considered here, constant reinstatement premiums are due when the reinsurer’s loss exceeds certain bounds. For this reinsurance contract we examine the existence of a premium plan which minimizes the expected squared difference between the loss and the total premium income of the reinsurer. We show that an optimal premium plan exists, that it is unique, and that it satisfies the net premium principle.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/83C457C4575A056AA7EE06FD29A81D7B/S0515036100013702a.pdf/div-class-title-optimal-premium-plans-for-reinsurance-with-reinstatements-div.pdf
Ending Page	313
Page Count	15
Starting Page	299
ISSN	05150361
e-ISSN	17831350
DOI	10.1017/s0515036100013702
Journal	ASTIN Bulletin
Issue Number	2
Volume Number	34
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2004-11-01
Access Restriction	Open
Subject Keyword	ASTIN Bulletin Operations Research and Management Science Reinsurance Contract
Content Type	Text
Resource Type	Article
Subject	Finance Accounting Economics and Econometrics

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in