Pricing Excess of Loss Reinsurance with Reinstatements (Q4461295)

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scientific article; zbMATH DE number 2063703
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Pricing Excess of Loss Reinsurance with Reinstatements
scientific article; zbMATH DE number 2063703

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    Pricing Excess of Loss Reinsurance with Reinstatements (English)
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    30 March 2004
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    multivariate recursions
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    premium principles
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    PH transform
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