Campana, Antonella; Ferretti, Paola - Dipartimento di Matematica Applicata, Università Ca' … - 2008
In this paper we focused our attention to the study of an excess of loss reinsurance with reinstatements, a problem previously studied by Sundt [5] and, more recently, by Mata [4] and HÄurlimann [3]. As it is well-known, the evaluation of pure premiums requires the knowledge of the claim size...