Time dependent stop-loss reinsurance and exposure curves
From MaRDI portal
Publication:2226274
DOI10.1016/j.cam.2020.113348zbMath1460.62167OpenAlexW3117652289MaRDI QIDQ2226274
Ozenc Murat Mert, A. Sevtap Selcuk-Kestel
Publication date: 11 February 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2020.113348
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65) Risk models (general) (91B05)
Cites Work
- Optimal joint survival reinsurance: an efficient frontier approach
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Optimal reinsurance with general risk measures
- Kernel density estimation of actuarial loss functions
- Insurer's optimal reinsurance strategies
- Parameter Estimation in Stochastic Differential Equations
- Mean-Variance Optimal Reinsurance Arrangements
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
This page was built for publication: Time dependent stop-loss reinsurance and exposure curves