the National Natural Science Foundation of China(19831020,10471008)
This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and...
Project supported by the National Natural Science Foundation of China (Nos. 10471008, 19831020)
The rharginal recursive equations on excess-of-loss reinsurance treaty are investignted, under the assumption that the number of claims belongs to the family consisting of Poisson, binomial and negative binomial, and ...