کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077399 1374128 2009 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
چکیده انگلیسی
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 Poisson Process. By using an invariance property of the Spatial Mixed Poisson Processes, we estimate the amount that the ceding company obtains in a fixed time interval in force of the reinsurance contract.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 45, Issue 1, August 2009, Pages 59-64
نویسندگان
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