How retention levels influence the variability of the total risk under reinsurance

Laureano Escudero () and Eva-María Ortega ()

TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, vol. 17, issue 1, 139-157

Keywords: Excess-loss reinsurance; Stop-loss reinsurance; Stochastic directional convexity; Directionally convex functions; Increasing convex order; 60E15; 62P05 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11750-009-0085-4

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