Excess of loss reinsurance under joint survival optimality

DOI10.1016/j.insmatheco.2006.05.005zbMath1151.91573MaRDI QIDQ860508

Dimitrina S. Dimitrova, Vladimir K. Kaishev

Publication date: 9 January 2007

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

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/11964/1/Kaishev%2C%20Dimitrova%20%282006%29%20IME.pdf

zbMATH Keywords

Appell polynomials; excess of loss reinsurance; joint survival of cedent and reinsurer; Copula functions; dependent claim severities; probability of non-ruin

Mathematics Subject Classification ID

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