A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts

DOI10.1016/j.insmatheco.2009.03.001zbMath1231.91152OpenAlexW2084123003MaRDI QIDQ659093

Rachele Foschi, Roy Cerqueti, Fabio L. Spizzichino

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11393/38756

zbMATH Keywords

order statistic propertyintensity of a spatial mixed Poisson processinvariance properties of spatial point processesreinsurance models with delays

Mathematics Subject Classification ID

Related Items (3)

Patent valuation under spatial point processes with delayed and decreasing jump intensity ⋮ Constant elasticity of variance model for proportional reinsurance and investment strategies ⋮ The order-statistic claim process with dependent claim frequencies and severities

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