Gajek, Lesław; Zagrodny, Dariusz Insurer’s optimal reinsurance strategies. (English) Zbl 0964.62099 Insur. Math. Econ. 27, No. 1, 105-112 (2000). Summary: The problem of finding an optimal insurer’s strategy of purchasing reinsurance is considered under the standard deviation calculation principles. It is assumed that the strategy must satisfy several kinds of constraints. The optimal reinsurance contract is found out. Cited in 37 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 91B30 Risk theory, insurance (MSC2010) 62C25 Compound decision problems in statistical decision theory Keywords:principles of premium calculation; optimal reinsurance PDFBibTeX XMLCite \textit{L. Gajek} and \textit{D. Zagrodny}, Insur. Math. Econ. 27, No. 1, 105--112 (2000; Zbl 0964.62099) Full Text: DOI References: [1] Bühlmann, H., 1970. Mathematical Methods in Risk Theory. Springer, New York.; Bühlmann, H., 1970. Mathematical Methods in Risk Theory. Springer, New York. [2] Daykin, C.D., Pentikäinen, T., Pesonen, M., 1993. Practical Risk Theory for Actuaries. Chapman & Hall, London.; Daykin, C.D., Pentikäinen, T., Pesonen, M., 1993. Practical Risk Theory for Actuaries. Chapman & Hall, London. [3] Deprez, O.; Gerber, H., On convex principles of premium calculation, Insurance: Mathematics and Economics, 4, 179-189 (1985) · Zbl 0579.62090 [4] Ioffe, A.D., Tikhomirov, V.M., 1974. Theory of Extremal Problems. Nauka, Moscow (in Russian).; Ioffe, A.D., Tikhomirov, V.M., 1974. Theory of Extremal Problems. Nauka, Moscow (in Russian). [5] Peressini, A.L., Sullivan, F.E., Uhl, J.J., 1988. The Mathematics of Nonlinear Programming. Springer, New York.; Peressini, A.L., Sullivan, F.E., Uhl, J.J., 1988. The Mathematics of Nonlinear Programming. Springer, New York. · Zbl 0663.90054 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.