scientific article; zbMATH DE number 910802

MaRDI QIDQ4885970zbMATH OpenFDO

Authors Wolf-Christian Sandleben, Wolf-Rüdiger Heilmann

Publication date 24 October 1996

zbMATH Keywords

loss functionpremium calculation

Mathematics Subject Classification ID

Recommendations

• Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent
• Pricing Excess of Loss Reinsurance with Reinstatements
• Excess of Loss Reinsurance with Reinstatements Revisited
• The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio
• scientific article; zbMATH DE number 2099692

Cited in

(20)

• Indifference pricing of reinsurance with reinstatements using coherent monetary criteria
• Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent
• The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio
• Excess of Loss Reinsurance with Reinstatements Revisited
• Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements
• An asymptotic formula for the net premium of some reinsurance treaties
• scientific article; zbMATH DE number 2052890 (Why is no real title available?)
• scientific article; zbMATH DE number 2054511 (Why is no real title available?)
• Some comments on two approximations used for the pricing of reinstatements
• Recursive largest claims reinsurance rating, revisited
• Rückversicherungsverträge mit ergebnisabhängiger Prämie und ihre Bewertung mit Hilfe der Gesamtschadenverteilung
• Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession
• scientific article; zbMATH DE number 3852271 (Why is no real title available?)
• scientific article; zbMATH DE number 3858254 (Why is no real title available?)
• Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach
• scientific article; zbMATH DE number 2099692 (Why is no real title available?)
• Experience and exposure rating for property per risk excess of loss reinsurance revisited
• A non-linear mixed model approach for excess of loss benchmark rating
• Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs
• Pricing Excess of Loss Reinsurance with Reinstatements

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885970)