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de Lourdes Centeno, Maria; Manuel Andrade e Silva, Joao - In: Insurance: Mathematics and Economics 28 (2001) 3, pp. 341-350

Persistent link: https://www.econbiz.de/10005374685

Dependent risks and excess of loss reinsurance

de Lourdes Centeno, Maria - In: Insurance: Mathematics and Economics 37 (2005) 2, pp. 229-238

Persistent link: https://www.econbiz.de/10005375218

Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria

Guerra, Manuel; de Lourdes Centeno, Maria - In: Insurance: Mathematics and Economics 42 (2008) 2, pp. 529-539

This paper is concerned with the optimal form of reinsurance from the ceding company point of view, when the cedent seeks to maximize the adjustment coefficient of the retained risk. We deal with the problem by exploring the relationship between maximizing the adjustment coefficient and...

Persistent link: https://www.econbiz.de/10005380739

Preface

Centeno, Maria de Lourdes; Simoes, Onofre; Silva, Joao … - In: Insurance: Mathematics and Economics 33 (2003) 2, pp. 209-209

Persistent link: https://www.econbiz.de/10005374976

Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model

Centeno, Maria de Lourdes - In: Insurance: Mathematics and Economics 31 (2002) 3, pp. 415-427

Persistent link: https://www.econbiz.de/10005375373

Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model

Centeno, Maria de Lourdes - In: Insurance: Mathematics and Economics 30 (2002) 1, pp. 37-49

Persistent link: https://www.econbiz.de/10005380702