A closed-form approximation for deriving expected losses in excess loss life reinsurance
نویسندگان
چکیده
منابع مشابه
On Excess-of-loss Reinsurance
We analyze the distribution of the number of claims and the aggregate claim sizes in an excess-of-loss reinsurance contract based upon the use of point processes. We first deal with a single excess-of-loss situation with an extra upper bound on the coverage of individual claims. Subsequently the results are extended to a reinsurance chain with k partners.
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ژورنال
عنوان ژورنال: South African Actuarial Journal
سال: 2018
ISSN: 1680-2179
DOI: 10.4314/saaj.v17i1.2