Reinsurance-a new approach
Adam Paszkiewicz; Jakub Olejnik
Banach Center Publications (2010)
- Volume: 90, Issue: 1, page 139-151
- ISSN: 0137-6934
Access Full Article
top
Abstract
topHow to cite
topAdam Paszkiewicz, and Jakub Olejnik. "Reinsurance-a new approach." Banach Center Publications 90.1 (2010): 139-151. <http://eudml.org/doc/281872>.
@article{AdamPaszkiewicz2010,
abstract = {We describe a new model of multiple reinsurance. The main idea is that the reinsurance premium is paid conditionally. It is motivated by some analysis of the ultimate price of the reinsurance contract. For simplicity we assume that the underlying risk pricing functional is the L₂-norm. An unexpected relation to the general theory of sample regularity of stochastic processes is given.},
author = {Adam Paszkiewicz, Jakub Olejnik},
journal = {Banach Center Publications},
keywords = {insurance; path continuity; stochastic processes; bounded increments},
language = {eng},
number = {1},
pages = {139-151},
title = {Reinsurance-a new approach},
url = {http://eudml.org/doc/281872},
volume = {90},
year = {2010},
}
TY - JOUR
AU - Adam Paszkiewicz
AU - Jakub Olejnik
TI - Reinsurance-a new approach
JO - Banach Center Publications
PY - 2010
VL - 90
IS - 1
SP - 139
EP - 151
AB - We describe a new model of multiple reinsurance. The main idea is that the reinsurance premium is paid conditionally. It is motivated by some analysis of the ultimate price of the reinsurance contract. For simplicity we assume that the underlying risk pricing functional is the L₂-norm. An unexpected relation to the general theory of sample regularity of stochastic processes is given.
LA - eng
KW - insurance; path continuity; stochastic processes; bounded increments
UR - http://eudml.org/doc/281872
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.