# Reinsurance-a new approach

Adam Paszkiewicz; Jakub Olejnik

Banach Center Publications (2010)

- Volume: 90, Issue: 1, page 139-151
- ISSN: 0137-6934

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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 -

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