TY  - JOUR
N2  - 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.
SP  - 59 
TI  - A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
EP  -  64
ID  - eprints707
AV  - public
KW  - Reinsurance models with delays; Invariance properties of spatial point processes; Order statistic property; Intensity of a Spatial Mixed Poisson Process
IS  - 1
VL  - 45
Y1  - 2009///
JF  - Insurance: Mathematics and Economics
UR  - http://www.sciencedirect.com/science/article/pii/S0167668709000353
A1  - Cerqueti, Roy
A1  - Foschi, Rachele
A1  - Spizzichino, Fabio
ER  -