Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements
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- Paola Ferretti & Antonella Campana, 2011. "XL reinsurance with reinstatements and initial premium feasibility in exchangeability hypothesis," Working Papers 2011_14, Department of Economics, University of Venice "Ca' Foscari".
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KeywordsExcess of loss reinsurance; reinstatements; distortion risk measures; initial premium; exchangeability.;
- 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-2010-10-23 (All new papers)
- NEP-RMG-2010-10-23 (Risk Management)
- NEP-UPT-2010-10-23 (Utility Models & Prospect Theory)
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