20
Premiums, Investments, and Reinsurance
20.1
Introduction
20.2
Single-Period Criterion and the Rate of Return on Capital
20.2.1
Risk Based Capital Concept
20.2.2
How To Choose Parameter Values?
20.3
The Top-down Approach to Individual Risks Pricing
20.4
Rate of Return and Reinsurance Under the Short Term Criterion
20.5
Ruin Probability Criterion when the Initial Capital is Given
20.6
Ruin Probability Criterion and the Rate of Return
20.7
Ruin Probability, Rate of Return and Reinsurance
20.8
Final remarks
Bibliography