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A 'square-root rule' for reinsurance? Evidence from several national markets

Authors :
Venezian, Emilio C.
Viswanathan, Krupa S.
Juca, Iana B.
Source :
Journal of Risk Finance. Fall, 2005, Vol. 6 Issue 4, p319, 16 p.
Publication Year :
2005

Abstract

Abstract Purpose--Using a game-theoretic model of insurance markets, Powers and Shubik in 2001 derived a mathematical expression for the optimal number of reinsurers for a given number of primary insurers. [...]

Details

Language :
English
ISSN :
15265943
Volume :
6
Issue :
4
Database :
Gale General OneFile
Journal :
Journal of Risk Finance
Publication Type :
Periodical
Accession number :
edsgcl.149027736