Conditional recursive equations on excess-of-loss reinsurance

DOI10.1007/S10483-006-0807-YzbMath1163.91442OpenAlexW2094583944MaRDI QIDQ940082

Jing-Ping Yang, Shi Hong Cheng, Xiao Qian Wang

Publication date: 1 September 2008

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10483-006-0807-y

zbMATH Keywords

excess-of-loss reinsurancePoisson distributionnegative binomial distributionbinomial distributionpanjer recursion

Mathematics Subject Classification ID

Distribution theory (60E99)

Cites Work

• On a kind of integrals of empirical processes concerning insurance risk

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