Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. (Q1413370)
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English | Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. |
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Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. (English)
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16 November 2003
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Sparre Andersen model
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reinsurance
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excess of loss
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adjustment coefficient
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