Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent-Reference-Cited by-同舟云学术

Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent

Published:2001-04 Issue:1 Volume:25 Page:1-12
ISSN:0012-0200
Container-title:Blätter der DGVFM
language:en
Short-container-title:Blätter DGVFM

Author:

Walhin Jean-François,Paris José

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Accounting

Link

http://link.springer.com/content/pdf/10.1007/BF02857112.pdf

Reference9 articles.

1. De Vylder, F., M. J. Goovaerts (1988): Recursive Calculation of Finite-Time Ruin Probabilities. Insurance: Mathematics and Economics, 7: 1–7.

2. Dickson, D. C. M., H. R. Waters (1966): Reinsurance and Ruin. Insurance: Mathematics and Economics, 19: 61–80.

3. Gerber, H. U. (1982): On the Numerical Evaluation of the Distribution of Aggregate Claims and its Stop-Loss Premiums. Insurance: Mathematics and Economics, 1: 13–18.

4. Panjer, H. H. (1981): Recursive Evaluation of a Family of Compound Distributions. Astin Bulletin, 12: 22–26.

5. Silva, J. M., M. Centeno (1998): Comparing Risk Adjusted Premiums from the Reinsurance Point of View. Astin Bulletin, 28: 221–239.

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2. Generalized Initial Premium in XL Reinsurance with Reinstatements;SSRN Electronic Journal;2010

3. Recursions for Convolutions and Compound Distributions with Insurance Applications;EAA Lecture Notes;2009

4. Excess of Loss Reinsurance with Reinstatements Revisited;ASTIN Bulletin;2005-05

5. Some remarks on the cedent ’s retention risk in presence of an annual aggregate deductible or reinstatements;Blätter der DGVFM;2004-05