relation: http://eprints.imtlucca.it/707/
title: A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
creator: Cerqueti, Roy
creator: Foschi, Rachele
creator: Spizzichino, Fabio
subject: HA Statistics
subject: HB Economic Theory
subject: QA Mathematics
description: 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.
date: 2009
type: Article
type: PeerReviewed
format: application/pdf
language: en
identifier: http://eprints.imtlucca.it/707/1/Insurance_Mathematics_%26_Economics.pdf
identifier:   Cerqueti, Roy and Foschi, Rachele and Spizzichino, Fabio  A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts.  Insurance: Mathematics and Economics, 45 (1).  59 - 64.       (2009)  
relation: http://www.sciencedirect.com/science/article/pii/S0167668709000353
relation: 10.1016/j.insmatheco.2009.03.001