@article{eprints707,
            year = {2009},
           title = {A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts},
           pages = {59 -- 64},
          number = {1},
          author = {Roy Cerqueti and Rachele Foschi and Fabio Spizzichino},
         journal = {Insurance: Mathematics and Economics},
          volume = {45},
             url = {http://eprints.imtlucca.it/707/},
        abstract = {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.},
        keywords = {Reinsurance models with delays; Invariance properties of spatial point processes; Order statistic property; Intensity of a Spatial Mixed Poisson Process}
}