The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio

DOI10.1007/BF02809078zbMath1320.91096OpenAlexW3122003063MaRDI QIDQ5422758

Jean François Walhin, José París

Publication date: 30 October 2007

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

Full work available at URL: https://doi.org/10.1007/bf02809078

Mathematics Subject Classification ID

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

Related Items (4)

Indifference pricing of reinsurance with reinstatements using coherent monetary criteria ⋮ Recursive evaluation of aggregate claims distributions. ⋮ Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent ⋮ Ruin theory with excess of loss reinsurance and reinstatements

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