Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Centeno, Lourdes, 1986. "Measuring the effects of reinsurance by the adjustment coefficient," Insurance: Mathematics and Economics, Elsevier, pages 169-182.
- Waters, Howard R., 1983. "Some mathematical aspects of reinsurance," Insurance: Mathematics and Economics, Elsevier, pages 17-26.
- Centeno, Lourdes, 1985. "On Combining Quota-Share and Excess of Loss," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 15(01), pages 49-63, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:hal:wpaper:hal-00746251 is not listed on IDEAS
- repec:eee:insuma:v:76:y:2017:i:c:p:48-55 is not listed on IDEAS
- Cerqueti, Roy & Foschi, Rachele & Spizzichino, Fabio, 2009. "A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 59-64, August.
- Verlaak, Robert & Beirlant, Jan, 2003. "Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 381-403, October.
- Dutang, Christophe & Goulet, Vincent & Pigeon, Mathieu, 2008. "actuar: An R Package for Actuarial Science," Journal of Statistical Software, Foundation for Open Access Statistics.
- Anna Castañer & M.Mercè Claramunt & Maite Mármol, 2014. "Some optimization and decision problems in proportional reinsurance," UB Economics Working Papers 2014/310, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
- Centeno, Maria de Lourdes, 2002. "Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 415-427, December.
- repec:spr:mathme:v:85:y:2017:i:2:d:10.1007_s00186-016-0559-8 is not listed on IDEAS
- Anna Castañer & M. Claramunt & Maite Mármol, 2012. "Ruin probability and time of ruin with a proportional reinsurance threshold strategy," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 614-638, October.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:30:y:2002:i:1:p:37-49. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .