Excess of loss reinsurance under joint survival optimality (Q860508)
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scientific article; zbMATH DE number 5083234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excess of loss reinsurance under joint survival optimality |
scientific article; zbMATH DE number 5083234 |
Statements
Excess of loss reinsurance under joint survival optimality (English)
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9 January 2007
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excess of loss reinsurance
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probability of non-ruin
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Appell polynomials
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joint survival of cedent and reinsurer
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dependent claim severities
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Copula functions
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