Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements
Year of publication: |
2010-10
|
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Authors: | Campana, Antonella ; Ferretti, Paola |
Institutions: | Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia |
Subject: | Excess of loss reinsurance | reinstatements | distortion risk measures | initial premium | exchangeability |
Extent: | application/pdf |
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Series: | Working Papers. - ISSN 1828-6887. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 203 11 pages |
Classification: | G22 - Insurance; Insurance Companies |
Source: |
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