Some remarks on the cedent ’s retention risk in presence of an annual aggregate deductible or reinstatements-Reference-Cited by-同舟云学术

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Some remarks on the cedent ’s retention risk in presence of an annual aggregate deductible or reinstatements

Published:2004-05 Issue:3 Volume:26 Page:461-481
ISSN:1864-0281
Container-title:Blätter der DGVFM
language:en
Short-container-title:Blätter DGVFM

Author:

Witdouck Sofie,Walhin Jean-François

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Accounting

Link

http://link.springer.com/content/pdf/10.1007/BF02858086.pdf

Reference17 articles.

1. Ambagaspitya, R.S. (1999). On the Distributions of Two Classes of Correlated Aggregate Claims.Insurance: Mathematics and Economics, 24:301–308.

2. Bühlmann, H. (1970).Mathematical Models in Risk Theory. Springer-Verlag, Berlin.

3. Denuit, M., Vermandele, C. (1998). Optimal Reinsurance and Stop-Loss Order.Insurance: Mathematics and Economics, 22:229–233.

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

5. Feller, W. (1971).An Introduction to Probability Theory and its Applications Vol II (3ed). Wiley, New York.

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