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On excess-of-loss reinsurance - MaRDI portal

On excess-of-loss reinsurance

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Publication:5391363

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DOI10.1090/S0094-9000-09-00787-XzbMath1224.62119OpenAlexW3023118026MaRDI QIDQ5391363

Jozef L. Teugels, Hansjoerg Albrecher

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-09-00787-x

zbMATH Keywords

thinning Laplace-Stieltjes transform point process reinsurance

Mathematics Subject Classification ID

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

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