On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

Morten Hald, Hanspeter Schmidli

Cite this

@techreport{f52f0e5074c611dbbee902004c4f4f50,

title = "On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance",

author = "Morten Hald and Hanspeter Schmidli",

year = "2003",

language = "English",

isbn = "87-7834-556-1",

pages = "1--11",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}