scientific article; zbMATH DE number 910802

zbMATH Open0848.90040MaRDI QIDQ4885970FDOQ4885970

Authors: Wolf-Christian Sandleben, Wolf-Rüdiger Heilmann 

Publication date: 24 October 1996

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

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

zbMATH Keywords

loss functionpremium calculation

Mathematics Subject Classification ID

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
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• 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
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• Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach
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• Experience and exposure rating for property per risk excess of loss reinsurance revisited
• Pricing Excess of Loss Reinsurance with Reinstatements
• A non-linear mixed model approach for excess of loss benchmark rating
• Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs

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