Analysis of risk measures for reinsurance layers (Q2499842): Difference between revisions
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Property / cites work: Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures / rank | |||
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Property / cites work: Reinsurance of large claims / rank | |||
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Revision as of 18:09, 24 June 2024
scientific article
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English | Analysis of risk measures for reinsurance layers |
scientific article |
Statements
Analysis of risk measures for reinsurance layers (English)
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14 August 2006
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nonproportional reinsurance
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proportional reinsurance
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drop down excess-of-loss
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excess-of-loss
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quota-share
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stop-loss
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layers
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risk measures
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