Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model.

DOI10.1016/S0167-6687(02)00187-7zbMath1074.91567MaRDI QIDQ1413370

Maria de Lourdes Centeno

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

reinsurance; adjustment coefficient; Sparre Andersen model; excess of loss

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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Cites Work

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• Aspects of risk theory
• Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model.
• Some mathematical aspects of reinsurance