Optimálne zaisťovacie reťazce
Optimal Chain of Reinsurance Protections
Author(s): Galina Horáková, Vladimír MuchaSubject(s): Economy
Published by: Ekonomický ústav SAV a Prognostický ústav SAV
Keywords: reinsurance protection; proportional and non-proportional reinsurance; quota share; surplus; priority for excess of loss; priority for stop loss; collective risk models
Summary/Abstract: Reinsurance is undoubtedly the ideal way of risk compensation. First part is dedicated to a description and analysis of various types of protections with em-phasis on a graphical presentation. The second part of the article deals with the question of optimal reinsurance with the goal of ensuring that the insurer will not bear unnecessary risk. The problem of finding an optimal chain of reinsu-rance protection is solved with the use of collective risk models.
Journal: Ekonomický časopis
- Issue Year: 53/2005
- Issue No: 06
- Page Range: 626-643
- Page Count: 18
- Language: Slovak
