Abstract
This paper considers optimal reinsurance forms and limits in cases where the insurer has a choice between a pure quota-share treaty and an excess of loss treaty, or any combination of the two, and also, thought in less detail, the situation where the insurer has a choice between a pure quota-share treaty and a stop-loss treaty, or any combination of the two. Our criteria for optimality is divided in three groups: those involving moment functions of the retained risk, those involving the adjustment coefficient of the retained risk and those involving the expected utility (with respect to an exponential utility function ) of the retained risk.
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