XL reinsurance with reinstatements and initial premium feasibility in exchangeability hypothesis
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References listed on IDEAS
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More about this item
KeywordsExcess of loss reinsurance; reinstatements; initial premium; exchangeability; distortion risk measures; feasibility.;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-01 (All new papers)
- NEP-RMG-2011-11-01 (Risk Management)
- NEP-UPT-2011-11-01 (Utility Models & Prospect Theory)
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