{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,29]],"date-time":"2025-09-29T00:05:14Z","timestamp":1759104314155},"reference-count":7,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2014,8,29]],"date-time":"2014-08-29T00:00:00Z","timestamp":1409270400000},"content-version":"unspecified","delay-in-days":8551,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["ASTIN Bull."],"published-print":{"date-parts":[[1991,4]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>In this paper, we seek to find the optimal retentions for an insurance company which intends to reinsure each of <jats:italic>n<\/jats:italic> risks belonging to its portfolio, by means of a pure quota-share treaty, a pure excess of loss treaty or any combination of the two. The criterion chosen to the selection of the optimal programme is the maximization of the adjustment coefficient, attending to the relationship existing between this coefficient and Lundberg's upper bound of the ruin probability.<\/jats:p>","DOI":"10.2143\/ast.21.1.2005400","type":"journal-article","created":{"date-parts":[[2006,3,6]],"date-time":"2006-03-06T10:27:47Z","timestamp":1141640867000},"page":"41-55","source":"Crossref","is-referenced-by-count":16,"title":["Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of <i>n<\/i> Independent Risks"],"prefix":"10.1017","volume":"21","author":[{"given":"Lourdes","family":"Centeno","sequence":"first","affiliation":[]},{"given":"Onofre","family":"Sim\u00f5es","sequence":"additional","affiliation":[]}],"member":"56","published-online":{"date-parts":[[2014,8,29]]},"reference":[{"key":"S0515036100004359_ref006","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.1979.10413708"},{"key":"S0515036100004359_ref003","first-page":"169","article-title":"Measuring the effects of reinsurance by the adjustment coefficient","volume":"5","author":"Centeno","year":"1986","journal-title":"Insurance: Mathematics and Economics"},{"key":"S0515036100004359_ref004","volume-title":"Introduction to Calculus and Analysis","volume":"II","author":"Courant","year":"1974"},{"key":"S0515036100004359_ref002","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-011-7680-4"},{"key":"S0515036100004359_ref005","volume-title":"An Introduction to Mathematical Risk Theory","author":"Gerber","year":"1979"},{"key":"S0515036100004359_ref007","first-page":"17","article-title":"Some Mathematical Aspects of Reinsurance","volume":"2","author":"Waters","year":"1983","journal-title":"Insurance: Mathematics and Economics"},{"key":"S0515036100004359_ref001","doi-asserted-by":"publisher","DOI":"10.1017\/S051503610000670X"}],"container-title":["ASTIN Bulletin"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0515036100004359","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,17]],"date-time":"2019-05-17T18:03:53Z","timestamp":1558116233000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0515036100004359\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1991,4]]},"references-count":7,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1991,4]]}},"alternative-id":["S0515036100004359"],"URL":"https:\/\/doi.org\/10.2143\/ast.21.1.2005400","relation":{},"ISSN":["0515-0361","1783-1350"],"issn-type":[{"value":"0515-0361","type":"print"},{"value":"1783-1350","type":"electronic"}],"subject":[],"published":{"date-parts":[[1991,4]]}}}