caa a22 4500 386332614 CHVBK 20180307111720.0 cr unu---uuuuu 161130e198911 xx s 000 0 eng 10.2143/AST.19.2.2014906 doi S0515036100008461 pii (NATIONALLICENCE)cambridge-10.2143/AST.19.2.2014906 Rantala Jukka The Ministry of Social Affairs and Health Helsinki, Finland On Experience Rating and Optimal Reinsurance [Elektronische Daten] [Jukka Rantala] This paper presents applications of stochastic control theory in determining an insurer's optimal reinsurance and rating policy. Optimality is defined by means of variances of such variables as underwriting result of the insurer, solvency margins of the insurer and reinsurer and the premiums paid by policy-holders. Copyright © International Actuarial Association 1989 Optimal reinsurance nationallicence control theory nationallicence Kalman filter nationallicence ASTIN Bulletin Cambridge University Press 19/2(1989-11), 153-178 0515-0361 19:2<153 1989 19 ASB https://doi.org/10.2143/AST.19.2.2014906 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.19.2.2014906 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Rantala Jukka The Ministry of Social Affairs and Health Helsinki, Finland NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 19/2(1989-11), 153-178 0515-0361 19:2<153 1989 19 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge