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Optimal Reinsurance

Published online by Cambridge University Press:  19 October 2009

Steven A. Lippman
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Extract

Most insurance companies are involved in reinsurance activities. For the majority, reinsurance means laying-off portions of the risk that they have assumed in the primary insurance market. A few other companies assume these laid-off risks. Our concern is with the former companies; that is, those seeking to cede a portion of their risk.

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 7 , Issue 5 , December 1972 , pp. 2151 - 2155
Copyright
Copyright © School of Business Administration, University of Washington 1972

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References

[1]Hanoch, G., and Levy, C.. “Efficiency Analysis of Choices Involving Risk.” Review of Economic Studies, vol. 36 (1969), pp. 335–346.Google Scholar
[2]Lippman, S.A. “Optimal Reinsurance.” Discussion Paper No. 13, Western Management Science Institute, University of California, Los Angeles, September 1971, p. 9.Google Scholar
[3]Rothschild, M., and Stiglitz, J.E.. “Increasing Risk I: A Definition.” Journal of Economic Theory, vol. 2 (1970), pp. 225–243.CrossRefGoogle Scholar