An insight into the excess of loss retention limit
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Publication:4034585
DOI10.1080/03461238.1991.10413884zbMath0783.62082MaRDI QIDQ4034585
Publication date: 16 May 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1991.10413884
algorithm; adjustment coefficient; excess of loss reinsurance; expected value principle; retention limit; reinsurance premium; optimum retention
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations
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Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting, A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts, Excess of loss reinsurance under joint survival optimality, Properties of functions of the excess of loss retention limit with applications, Reinsurance and ruin
Cites Work