Cerqueti, Roy; Foschi, Rachele; Spizzichino, Fabio - In: Insurance: Mathematics and Economics 45 (2009) 1, pp. 59-64
In this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim's arrival time, claim's size) is described by a Spatial Mixed...