On asymptotic rates on line in excess of loss reinsurance

DOI10.1016/0167-6687(91)90024-RMaRDI QIDQ756907zbMATH OpenOpenAlexFDO

Authors Bjørn Sundt

Publication date 1991

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(91)90024-r

zbMATH Keywords

excess of loss reinsurancerate on line curvesreinstatements

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• On evaluation of the Delaporte distribution and related distributions

Cited in

(2)

• Recursive evaluation of aggregate claims distributions.
• On the use of the multivariate stochastic order in risk theory

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