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Volumn 27, Issue 1, 1997, Pages 59-70

Excess of loss reinsurance and the probability of ruin in finite horizon

Author keywords

Excess of loss; Finite time ruin probability; Reinsurance

Indexed keywords


EID: 84893426635     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.1.542067     Document Type: Article
Times cited : (13)

References (9)
  • 2
    • 38249043975 scopus 로고
    • Measuring the effects of reinsurance by the adjustment coefficient
    • CENTENO, L (1986) Measuring the effects of reinsurance by the adjustment coefficient, Insurance Mathematics and Economics 5 169-182
    • (1986) Insurance Mathematics and Economics , vol.5 , pp. 169-182
    • Centeno, L.1
  • 4
    • 84972049017 scopus 로고
    • Recursive calculation of survival probabilities
    • DICKSON, D AND WATERS, H (1991) Recursive calculation of survival probabilities, Astin Bulletin 21 199221
    • (1991) Astin Bulletin , vol.21 , pp. 199-221
    • Dickson, D.1    Waters, H.2
  • 7
    • 0002549121 scopus 로고
    • Some results on optimal reinsurance in terms ot the adjustment coefficient Si an-dmavian
    • HESSELAOER, O (1990) Some results on optimal reinsurance in terms ot the adjustment coefficient Si an-dmavian Actuarial Journal pp 80-95
    • (1990) Actuarial Journal , pp. 80-95
    • Hesselaoer, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.