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- W2114766518 abstract "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." @default.
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- W2114766518 date "2004-11-01" @default.
- W2114766518 modified "2023-10-16" @default.
- W2114766518 title "Optimal Premium Plans for Reinsurance with Reinstatements" @default.
- W2114766518 cites W2110308677 @default.
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- W2114766518 doi "https://doi.org/10.1017/s0515036100013702" @default.
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