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  • Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
    Adjustment Coefficient in the Sparre Anderson Model with Reinsurance In the context of reinsurance, this paper ... paper addresses finding the quota share retention level and the retention limit, with a diffusion process ...

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    • Authors: Zhi Li
    • Date: Jan 2006
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance