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scientific article; zbMATH DE number 2054511

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Publication:4454960
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zbMATH Open1062.91050MaRDI QIDQ4454960FDOQ4454960

J. F. Walhin

Publication date: 9 March 2004



Title of this publication is not available (Why is that?)


zbMATH Keywords

multivariate Panjer's algorithminuring layersorder of claimspaid reinstatements


Mathematics Subject Classification ID




   Recommendations
  • Pricing Excess of Loss Reinsurance with Reinstatements πŸ‘ πŸ‘Ž
  • Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent πŸ‘ πŸ‘Ž
  • Title not available (Why is that?) πŸ‘ πŸ‘Ž
  • Title not available (Why is that?) πŸ‘ πŸ‘Ž
  • Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession πŸ‘ πŸ‘Ž





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