The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation

Citation

Fan, Y, Griffin, P, Maller, R, Szimayer, A., Wang, T. 2017, 'The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation', Risks, 5, no. 3.

Year

2017

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

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