Excess of loss reinsurance under joint survival optimality (Q860508)
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scientific article; zbMATH DE number 5083234
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| default for all languages | No label defined |
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| English | Excess of loss reinsurance under joint survival optimality |
scientific article; zbMATH DE number 5083234 |
Statements
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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0.915701389312744
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0.9147651195526124
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0.8500939011573792
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0.8446205258369446
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0.8141249418258667
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