Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession
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Publication:2511476
DOI10.1007/s11857-008-0052-4zbMath1293.91097OpenAlexW2004190306MaRDI QIDQ2511476
Publication date: 5 August 2014
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-008-0052-4
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Cites Work
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- Calculation of the maximum retentions in XL reinsurance
- A generalized statistical XL-rating procedure
- Excess of loss reinsurance limits
- A (new) nonparametric method for XL-rating
- Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie
- Limit-determination for the excess-of-loss treaty in case of simple retrocession
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