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

MaRDI QIDQ2888091zbMATH OpenFDO

Authors Antonella Campana, Paola Ferretti

Publication date 30 May 2012

zbMATH Keywords

exchangeabilitydistortion risk measuresexcess of loss reinsurancereinstatementsinitial premium

Mathematics Subject Classification ID

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

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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