City Research Online - Optimal retention levels, given the joint survival of cedent and reinsurer

Optimal retention levels, given the joint survival of cedent and reinsurer

Ignatov, Z. G., Kaishev, V. K. & Krachunov, R. (2003). Optimal retention levels, given the joint survival of cedent and reinsurer (Actuarial Research Paper No. 147). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Publication Type:	Monograph (Working Paper)
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Actuarial Science & Insurance > Actuarial Research Reports

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Creators:	Ignatov, Z. G. Kaishev, V. K. Krachunov, R.
Status:	Published
Publisher:	Faculty of Actuarial Science & Insurance, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/2283
Date available in CRO:	23 Apr 2013 10:20
Dates:	Date Event 2003 Published