On asymptotic rates on line in excess of loss reinsurance

DOI10.1016/0167-6687(91)90024-RzbMath0723.62068OpenAlexW2060163429MaRDI QIDQ756907

Bjoern Sundt

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0167-6687(91)90024-r

zbMATH Keywords

excess of loss reinsurancerate on line curvesreinstatements

Mathematics Subject Classification ID

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

Related Items (2)

Recursive evaluation of aggregate claims distributions. ⋮ On the use of the multivariate stochastic order in risk theory

Cites Work

• On evaluation of the Delaporte distribution and related distributions

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