Excess of loss reinsurance under joint survival optimality
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Publication:860508
DOI10.1016/j.insmatheco.2006.05.005zbMath1151.91573OpenAlexW2035218369MaRDI 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
Appell polynomialsexcess of loss reinsurancejoint survival of cedent and reinsurerCopula functionsdependent claim severitiesprobability of non-ruin
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