ONE PROBLEM OF AN OPTIMAL REINSURANCE CONTRACT DEFINITION

Authors

  • Oksana Bevzyuk Lviv National University named after Ivan Franko http://orcid.org/
  • Orest Kinash Lviv National University named after Ivan Franko http://orcid.org/
  • Rostislav Chornij Lviv National University named after Ivan Franko http://orcid.org/

DOI:

https://doi.org/10.30890/2567-5273.2018-04-01-024

Keywords:

risk situation, Pareto optimality, Nash’s solution.

Abstract

It is considered relationships only between two insurance companies – insurer and reinsurer. It is found optimal contract of reinsurance that would satisfy these companies and it’s living conditions were researched using criteria of expected utility of ri

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References

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Неш Дж. Бескоалиционные игры / Неш Дж. - Матричные игры, 1961. — ст. 205-211.

Borch K. The Economic Theory of Insurance — Edinburgh, 1964. — 132 p.

Pareto V. Manuel d’economie politique — Paris, 1947. — 264 p

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Гренандер У. Краткий курс вычислительной вероятности и статистики / Гренандер У., Фрайбергер В.— М., 1978. — 192 с.

References:

Golubin A.Yu. Mathematical models in insurance theory / Golubin A.Yu. – Ankil, 2003 – p. 17-21

Nash J. non-cooperative games / Nash J. – Matrix Games, 1961. — p. 205-211.

Borch K. The Economic Theory of Insurance — Edinburgh, 1964. — 132 p.

Pareto V. Manuel d’economie politique — Paris, 1947. — 264 p

Bauers N. Aktuarnaya matematika / Bauers N., Gerber H., Jones D., Nesbitt S., Hikman J. – Jakus-K, 2001 – p. 35-37

Hrenader U. Kratkiy kurs vychyslitelnoyi veroyatnosti I statisticki. / Hrenader U., Frayiberg V.— М., 1978. — 192 p.

Published

2017-06-30

How to Cite

Бевзюк, О., Кинаш, О., & Черный, Р. (2017). ONE PROBLEM OF AN OPTIMAL REINSURANCE CONTRACT DEFINITION. Modern Engineering and Innovative Technologies, 1(04-01), 54–63. https://doi.org/10.30890/2567-5273.2018-04-01-024

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Articles