On Excess-of-Loss Reinsurance

Details

Serval ID
serval:BIB_AFA780677F98
Type
Article: article from journal or magazin.
Collection
Publications
Title
On Excess-of-Loss Reinsurance
Journal
Theory of Probability and Mathematical Statistics
Author(s)
Albrecher H., Teugels J. L.
ISSN
0094-9000
Publication state
Published
Issued date
2008
Peer-reviewed
Oui
Number
79
Pages
7-22
Language
english
Abstract
We discuss a unified framework to analyze the distribution of the number of claims and the aggregate claim sizes in an excess-of-loss reinsurance contract based upon the use of point processes and work out several examples explicitly. We first deal with a single excess-of-loss situation with an extra upper bound on the coverage of individual claims. Subsequently the results are extended to a reinsurance chain with k partners.
Open Access
Yes
Create date
09/02/2009 19:58
Last modification date
20/08/2019 16:19
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