Excess of loss reinsurance under joint survival optimality (Q860508): Difference between revisions

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Latest revision as of 05:53, 10 December 2024

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Excess of loss reinsurance under joint survival optimality
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    Excess of loss reinsurance under joint survival optimality (English)
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    9 January 2007
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    excess of loss reinsurance
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    probability of non-ruin
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    Appell polynomials
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    joint survival of cedent and reinsurer
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    dependent claim severities
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    Copula functions
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