Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements

zbMATH Open1238.91081MaRDI QIDQ2888091FDOQ2888091

Authors: Antonella Campana, Paola Ferretti 

Publication date: 30 May 2012

Recommendations

• Exchangeability hypothesis and initial premium feasibility in \(XL\) reinsurance with reinstatements
• Pricing Excess of Loss Reinsurance with Reinstatements
• The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio
• Excess of Loss Reinsurance with Reinstatements Revisited
• scientific article; zbMATH DE number 910802

zbMATH Keywords

exchangeabilitydistortion risk measuresexcess of loss reinsurancereinstatementsinitial premium

Mathematics Subject Classification ID

Cited In (2)

• Exchangeability hypothesis and initial premium feasibility in \(XL\) reinsurance with reinstatements
• Calculation of the maximum retentions in XL reinsurance

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