In this paper we considered the initial premium under different risk adjusted premium principles for an excess of loss reinsurance contract with paid reinstatements when the distribution of aggregate claims to the layer is a discrete one or it is approximated by an arithmetic distribution using the method of mass dispersal.

Risk adjusted premiums for excess of loss reinsurance premiums

CAMPANA, Antonella
2014

Abstract

In this paper we considered the initial premium under different risk adjusted premium principles for an excess of loss reinsurance contract with paid reinstatements when the distribution of aggregate claims to the layer is a discrete one or it is approximated by an arithmetic distribution using the method of mass dispersal.
http://www.unive.it/nqcontent.cfm?a_id=166300
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11695/7407
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact