Effect of an excess of loss reinsurance on upper bounds of ruin probabilities

Nguyen Quang Chung

Year of publication:	November 2017
Authors:	Nguyen Quang Chung
Published in:	Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 4, p. 958-974
Subject:	Excess of Loss Reinsurance \| Ruin Probability \| Quota Share Level \| Retention Level \| Interest Rate \| Markov Chain \| Martingale Process \| Wahrscheinlichkeitsrechnung \| Probability theory \| Theorie \| Theory \| Rückversicherung \| Reinsurance \| Markov-Kette \| Markov chain \| Risikomodell \| Risk model \| Zins \| Interest rate \| Verlust \| Loss \| Versicherungsmathematik \| Actuarial mathematics \| Risiko \| Risk

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