How retention levels influence the variability of the total risk under reinsurance
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Cites work
- scientific article; zbMATH DE number 1192470 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
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- Actuarial comparisons for aggregate claims with randomly right-truncated claims
- An introduction to copulas. Properties and applications
- Analytical Bounds for two Value-at-Risk Functionals
- Archimedean copulae and positive dependence
- Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
- Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins
- Bounds for expectation of l-estimates for dependent samples
- Bounds for means and variances of progressive type II censored order statistics
- Comparison methods for stochastic models and risks
- Comparison of multivariate risks and positive dependence
- Estimation of ruin probabilities
- Excess of Loss Reinsurance with Reinstatements Revisited
- Extremal values of stop-loss premiums under moment constraints
- Moment bounds on discrete expected stop-loss transforms, with applications
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Optimal reinsurance and stop-loss order
- Parametric stochastic convexity and concavity of stochastic processes
- Sharp bounds for \(L\)-statistics from dependent samples of random length
- Smooth generators of integral stochastic orders.
- Some remarks on the supermodular order
- Statistics of Extremes
- Stochastic Comparison of Random Vectors with a Common Copula
- Stochastic convexity on general space
- Stochastic orders of scalar products with applications
- Supermodular dependence ordering on a class of multivariate copulas
- The Dual Theory of Choice under Risk
- The concept of comonotonicity in actuarial science and finance: applications.
- Ultramodular Functions
- Upper and lower bounds for sums of random variables
- Upper bounds on stop-loss premiums in case of known moments up to the fourth order
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
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