Reserving consecutive layers of inwards excess-of-loss reinsurance

DOI10.1016/S0167-6687(97)00034-6zbMath0931.62092OpenAlexW1981103440MaRDI QIDQ1381479

Greg Taylor

Publication date: 17 March 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00034-6

zbMATH Keywords

excess-of-loss reinsurancereserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions

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