The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation
Year of publication: |
2017
|
---|---|
Authors: | Fan, Yuguang ; Griffin, Philip S. ; Maller, Ross ; Szimayer, Alexander ; Wang, Tiandong |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 5.2017, 1, p. 1-27
|
Publisher: |
Basel : MDPI |
Subject: | largest claims reinsurance | excess of loss reinsurance | ruin probability | ruin time | compound Poisson risk model | heavy tails | Lévy insurance risk process |
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