A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts

DOI10.1016/j.insmatheco.2009.03.001zbMath1231.91152MaRDI QIDQ659093

Roy Cerqueti, Rachele Foschi, Fabio L. 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

zbMATH Keywords

order statistic property; intensity of a spatial mixed Poisson process; invariance properties of spatial point processes; reinsurance models with delays

Mathematics Subject Classification ID

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Constant elasticity of variance model for proportional reinsurance and investment strategies, Patent valuation under spatial point processes with delayed and decreasing jump intensity

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