Effiziente berechnung der ruinwahrscheinlichkeit für den klassischen schadenexzedentenvertrag

DOI10.1007/BF02808445zbMath0853.62081OpenAlexW44387624MaRDI QIDQ4891274

Erhard Kremer

Publication date: 3 September 1996

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808445

zbMATH Keywords

ruin probabilityexcess-of-loss treaty

Mathematics Subject Classification ID

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

Related Items (1)

A characterization of the generalized Pareto-distribution with an application to reinsurance

Uses Software

• XL-Ruin

Cites Work

• Unnamed Item
• A generalized statistical XL-rating procedure
• Asymptotic ruin probabilities when exponential moments do not exist
• On the numerical evaluation of the ultimate ruin probability

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