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    AMC
    2011
    338views Modeling And Simulation» more  AMC 2011»
    Ruin theory with excess of loss reinsurance and reinstatements
    14 years 1 months ago
    Ruin theory with excess of loss reinsurance and reinstatements
    Download  www.hec.unil.ch
    The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
    Hansjörg Albrecher, Sandra Haas
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