Ruin theory with excess of loss reinsurance and reinstatements (Q548371)
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scientific article; zbMATH DE number 5914116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory with excess of loss reinsurance and reinstatements |
scientific article; zbMATH DE number 5914116 |
Statements
Ruin theory with excess of loss reinsurance and reinstatements (English)
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28 June 2011
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reinsurance
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piecewise deterministic Markov process
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integral operator
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finite-time ruin probability
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high-dimensional integration
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0.91588265
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0.91268027
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0.9032963
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0.8901364
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