Ruin theory with excess of loss reinsurance and reinstatements
type: Item
instance of: scholarly article
title: Ruin theory with excess of loss reinsurance and reinstatements
zbMATH Open document ID: 1231.91136
author: Sandra Haas
author: Hansjörg Albrecher
published in: Applied Mathematics and Computation
publication date: 2011-06-28T00:00:00Z
full work available at URL: serval:BIB 9A0C8ADB5970
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5914116
zbMATH Keywords: reinsurance
zbMATH Keywords: piecewise deterministic Markov process
zbMATH Keywords: integral operator
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: high-dimensional integration
MaRDI profile type: Publication
OpenAlex ID: W1965806941
cites work: Simulation methods in ruin models with nonlinear dividend barriers.
cites work: Reinsurance
cites work: Martingales and insurance risk
cites work: Optimal Premium Plans for Reinsurance with Reinstatements
cites work: Excess of Loss Reinsurance with Reinstatements Revisited
cites work: Pricing Excess of Loss Reinsurance with Reinstatements
cites work: Q4230625
cites work: The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio
cites work: Some comments on the individual risk model and multivariate extension
DOI: 10.1016/J.AMC.2011.02.109
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description: scientific article; zbMATH DE number 5914116