Journals / İstatistikçiler Dergisi:İstatistik ve Aktüerya / 2016 / Cilt: 9 - Sayı: 1
A Review on Optimal Reinsurance under Ruin Probability Constraint
- Pages
- 26–36
- DOI
- —
Abstract
reinsurance under the ruin probability constraint. In this context, we review the literature relevant to theoptimal reinsurance under the ruin probability constraint and categorized current methods. The literaturereview on optimal reinsurance under the ruin probability constraint is mainly focus on four major aspects:reinsurance arrangement, adjustment coefficient, investment and dynamic optimization techniques, anddividend payments.
Özet
kullanılan yöntemler araştırılmıştır. Bu kapsamda, iflas olasılığına bağlı optimal reasüransın incelendiği