EXTENSIONS OF OHLINS LEMMA WITH APPLICATIONS TO OPTIMAL REINSURANCE STRUCTURES

Authors
HESSELAGER O
Citation
O. Hesselager, EXTENSIONS OF OHLINS LEMMA WITH APPLICATIONS TO OPTIMAL REINSURANCE STRUCTURES, Insurance. Mathematics & economics, 13(1), 1993, pp. 83-97
Citations number
15
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences
Journal title
Insurance. Mathematics & economics → ACNP
ISSN journal
01676687
Volume
13
Issue
1
Year of publication
1993
Pages
83 - 97
Database
ISI
SICI code
0167-6687(1993)13:1<83:EOOLWA>2.0.ZU;2-0
Abstract
Ohlin's lemma plays a fundamental role in the theory of optimal reinsu rance structures. We extend Ohlin's lemma in two directions and show h ow this leads to an extension of known results on optimal reinsurance structures. Among these are the Arrow-Ohlin Theorem and the Vajda-Ohli n Theorem.