Article: article from journal or magazin.
On Excess-of-Loss Reinsurance
Theory of Probability and Mathematical Statistics
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.
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