scientific article; zbMATH DE number 3058338
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Publication:5797478
Cited in
(14)- Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
- Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
- Modeling large claims in non-life insurance
- On a family of risk measures based on largest claims
- ECOMOR and LCR reinsurance with gamma-like claims
- Joint tail of ECOMOR and LCR reinsurance treaties
- Dependence and the asymptotic behavior of large claims reinsurance
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
- Reinsurance of large claims
- Asymptotics for ratios with applications to reinsurance
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model
- Estimating catastrophic quantile levels for heavy-tailed distributions
- On the asymptotic distribution of certain bivariate reinsurance treaties
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