Excess of Loss Reinsurance with Reinstatements Revisited

DOI10.2143/AST.35.1.583173zbMath1123.62076OpenAlexW4235447717MaRDI QIDQ5490586

Werner Hürlimann

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583173

zbMATH Keywords

Paretocompound Poissonstop-loss orderaggregate limit

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximations to statistical distributions (nonasymptotic) (62E17) Statistical tables (62Q05)

Related Items (5)

Indifference pricing of reinsurance with reinstatements using coherent monetary criteria ⋮ How retention levels influence the variability of the total risk under reinsurance ⋮ Optimal retention for a stop-loss reinsurance with incomplete information ⋮ A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements * ⋮ Ruin theory with excess of loss reinsurance and reinstatements

Cites Work

• Pricing Excess of Loss Reinsurance with Reinstatements

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