A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements *

DOI10.1007/978-3-7908-2604-3_12zbMath1436.62484OpenAlexW2106826101MaRDI QIDQ3298459

Sandra Haas, Hansjoerg Albrecher

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_12

zbMATH Keywords

integral operatorruin probabilityreinsurancehigh-dimensional integration

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Simulation methods in ruin models with nonlinear dividend barriers.
• Pricing Excess of Loss Reinsurance with Reinstatements
• Reinsurance
• Optimal Premium Plans for Reinsurance with Reinstatements
• Excess of Loss Reinsurance with Reinstatements Revisited

This page was built for publication: A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements *