Add to ORKGWe consider a dependent portfolio of insurance contracts. Asymptotic tail probabilities of the ECOMOR and LCR reinsurance amounts are obtained under certain assumptions about the dependence structure
The reinsurance contracts in the insurance market have been playing an important role in the last co...
The purpose of this Ph.D. thesis is twofold. Firstly, we concentrate on mathematical properties of r...
Large claims in an actuarial risk process are of special importance for the actuarial decision makin...
We consider a dependent portfolio of insurance contracts. Asymptotic tail probabilities of the ECOMO...
We consider an extension of the classical compound Poisson risk model, where the waiting time betwee...
We investigate the probability that an insurance portfolio gets ruined within a finite time period u...
The large claims reinsurance treaties ECOMOR and LCR are well known not to be very popular. They hav...
AbstractThe large claims reinsurance treaties ECOMOR and LCR are well known not to be very popular. ...
textabstractAsymptotic tail probabilities for bivariate linear combinations of subexponential random...
We consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, i...
Many authors have studied estimation of the reinsurance premium when sequences are i.i.d. for differ...
In the actuarial literature, many authors have studied estimation of the reinsurance premium for hea...
Suppose are independent subexponential random variables with partial sums. We show that if the pairw...
Assuming that the claim sizes of an insurance company have a common distribution with gamma-like tai...
We consider two different portfolios of proportional reinsurance of the same pool of risks. This con...
The reinsurance contracts in the insurance market have been playing an important role in the last co...
The purpose of this Ph.D. thesis is twofold. Firstly, we concentrate on mathematical properties of r...
Large claims in an actuarial risk process are of special importance for the actuarial decision makin...
We consider a dependent portfolio of insurance contracts. Asymptotic tail probabilities of the ECOMO...
We consider an extension of the classical compound Poisson risk model, where the waiting time betwee...
We investigate the probability that an insurance portfolio gets ruined within a finite time period u...
The large claims reinsurance treaties ECOMOR and LCR are well known not to be very popular. They hav...
AbstractThe large claims reinsurance treaties ECOMOR and LCR are well known not to be very popular. ...
textabstractAsymptotic tail probabilities for bivariate linear combinations of subexponential random...
We consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, i...
Many authors have studied estimation of the reinsurance premium when sequences are i.i.d. for differ...
In the actuarial literature, many authors have studied estimation of the reinsurance premium for hea...
Suppose are independent subexponential random variables with partial sums. We show that if the pairw...
Assuming that the claim sizes of an insurance company have a common distribution with gamma-like tai...
We consider two different portfolios of proportional reinsurance of the same pool of risks. This con...
The reinsurance contracts in the insurance market have been playing an important role in the last co...
The purpose of this Ph.D. thesis is twofold. Firstly, we concentrate on mathematical properties of r...
Large claims in an actuarial risk process are of special importance for the actuarial decision makin...