Application of Convex Optimization Results of De Finetti's problem for Proportional Reinsurance (Study case CAARAMA insurance campany in Algiers)
The objective of this research is to find the optimal retention level for a proportional reinsurance treaty based on the results of the convex optimization developed in De Finetti’s model. The latter makes it possible to determine the level of retention that achieves the expected profit by the insur...
| Main Authors: | , |
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| Format: | Article |
| Language: | Arabic |
| Published: |
faculty of Economics, Commercial and Management Sciences
2020-09-01
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| Series: | مجلة بحوث الإدارة والاقتصاد |
| Subjects: | |
| Online Access: | https://mer-j.com/merj/index.php/merj/article/view/127 |