Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
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Publication:2518549
DOI10.1016/J.INSMATHECO.2008.08.005zbMath1284.91241OpenAlexW2038253496MaRDI QIDQ2518549
Publication date: 16 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.08.005
asymptoticstail probabilityexponential distributionreinsuranceLCR and ECOMOR treatiesconvolution-equivalence
Related Items (10)
Asymptotics for large claims reinsurance in a time-dependent renewal risk model ⋮ Asymptotic results on tail moment for light-tailed risks ⋮ On extremal behavior of aggregation of largest claims ⋮ ECOMOR and LCR reinsurance with gamma-like claims ⋮ Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes ⋮ Asymptotic results for conditional measures of association of a random sum ⋮ The long-term behavior of number of near-maximum insurance claims ⋮ Financial risk measures for a network of individual agents holding portfolios of light-tailed objects ⋮ Joint tail of ECOMOR and LCR reinsurance treaties ⋮ On sufficient conditions for the comparison in the excess wealth order and spacings
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