%L eprints707
%N 1
%A Roy Cerqueti
%A Rachele Foschi
%A Fabio Spizzichino
%V 45
%D 2009
%R 10.1016/j.insmatheco.2009.03.001 
%J Insurance: Mathematics and Economics
%K Reinsurance models with delays; Invariance properties of spatial point processes; Order statistic property; Intensity of a Spatial Mixed Poisson Process
%T A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
%P 59 - 64
%X 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.