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Document Details : Title: On Experience Rating and Optimal Reinsurance Author(s): RANTALA, Jukka Journal: ASTIN Bulletin Volume: 19 Issue: 2 Date: November 1989 Pages: 153-178 DOI: 10.2143/AST.19.2.2014906 Abstract : This paper presents applications of stochastic control theory in determining an insurer's optimal reinsurance and rating policy. Optimality is defined by means of variances of such variables as underwriting result of the insurer, solvency margins of the insurer and the premiums paid by policy-holders. |
