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Optimal reinsurance

Reaseguro óptimo

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Abstract

In this article we present a few of the results obtained on optimal reinsurance, since the pioneer work by Bruno de Finetti in 1940. As literature on the subject increased substantially in the last decade, a particular attention was given to these more recent results.

Resumen

Este artículo presenta algunos resultados importanes de reaseguro óptimo, desde el trabajo pionero de Bruno de Finetti en 1940. Ya que la literatura sobre este tema ha aumentado de forma sustancial en la última década, le damos una atención particular a los resultados más recientes.

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Authors and Affiliations

  1. CEMAPRE, ISEG, Technical University of Lisbon, Lisbon, Portugal

    Maria de Lourdes Centeno & Onofre Simões

Authors
  1. Maria de Lourdes Centeno
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  2. Onofre Simões
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de Lourdes Centeno, M., Simões, O. Optimal reinsurance. Rev. R. Acad. Cien. Serie A. Mat. 103, 387–404 (2009). https://doi.org/10.1007/BF03191914

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  • DOI: https://doi.org/10.1007/BF03191914

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