Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent
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Publication:5422770
DOI10.1007/BF02857112zbMath1354.91079OpenAlexW2323621550MaRDI QIDQ5422770
Jean François Walhin, José París
Publication date: 30 October 2007
Published in: Blätter der DGVFM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02857112
Related Items (2)
Indifference pricing of reinsurance with reinstatements using coherent monetary criteria ⋮ On the use of the multivariate stochastic order in risk theory
Cites Work
- Recursive calculation of finite-time ruin probabilities
- On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
- Reinsurance and ruin
- Comparing Risk Adjusted Premiums from the Reinsurance Point of View
- On the Use of Equispaced Discrete Distributions
- The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio
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