A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
DOI10.1016/J.INSMATHECO.2009.03.001zbMATH Open1231.91152OpenAlexW2084123003MaRDI QIDQ659093FDOQ659093
Authors: Roy Cerqueti, R. Foschi, F. Spizzichino 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11393/38756
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Cited In (4)
- Constant elasticity of variance model for proportional reinsurance and investment strategies
- A stochastic model for evaluating the peaks of commodities' returns
- The order-statistic claim process with dependent claim frequencies and severities
- Patent valuation under spatial point processes with delayed and decreasing jump intensity
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