The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions, is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear differential equations is solved, which relates the...

The problem of optimal excess of loss reinsurance with a limiting and a retention level is considered. It is demonstrated that this problem can be solved, combining specific risk and performance measures, under some relatively general assumptions for the risk model, under which the premium...