Survival probabilities in bivariate risk models, with application to reinsurance
Year of publication: |
2013
|
---|---|
Authors: | Castañer, Anna ; Claramunt, Maria Mercè ; Lefevre, Claude |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 632-642
|
Subject: | Multirisks model | Discrete or continuous time | Finite-time ruin probability | Appell algebraic structure | Recursive methods | Stop-loss and excess of loss reinsurance | Risikomodell | Risk model | Theorie | Theory | Rückversicherung | Reinsurance | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics |
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