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255
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AMC
2011
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Modeling And Simulation
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AMC 2011
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Ruin theory with excess of loss reinsurance and reinstatements
14 years 6 months ago
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www.hec.unil.ch
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
Hansjörg Albrecher, Sandra Haas
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