Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019925340> ?p ?o ?g. }
Showing items 1 to 55 of
55
with 100 items per page.
- W2019925340 endingPage "238" @default.
- W2019925340 startingPage "229" @default.
- W2019925340 abstract "Abstract In this paper we study, from the insurance point of view, the optimal excess of loss retention limits for two dependent risks. We consider two optimization criteria, which are quite connected. The expected utility of wealth with respect to the exponential utility function and the adjustment coefficient of the retained aggregate claims amount. We consider that the number of claims is generated by a bivariate Poisson distribution. The premium calculation principle used for the excess of loss treaties is the expected value principle. Although the systems of equations, that give the optimal solution for both problems, look quite similar, we will see that the optimal solution is heavily dependent on the criterion chosen." @default.
- W2019925340 created "2016-06-24" @default.
- W2019925340 creator A5082399454 @default.
- W2019925340 date "2005-10-01" @default.
- W2019925340 modified "2023-10-05" @default.
- W2019925340 title "Dependent risks and excess of loss reinsurance" @default.
- W2019925340 cites W2027254536 @default.
- W2019925340 cites W2058258020 @default.
- W2019925340 doi "https://doi.org/10.1016/j.insmatheco.2004.12.001" @default.
- W2019925340 hasPublicationYear "2005" @default.
- W2019925340 type Work @default.
- W2019925340 sameAs 2019925340 @default.
- W2019925340 citedByCount "39" @default.
- W2019925340 countsByYear W20199253402012 @default.
- W2019925340 countsByYear W20199253402013 @default.
- W2019925340 countsByYear W20199253402014 @default.
- W2019925340 countsByYear W20199253402015 @default.
- W2019925340 countsByYear W20199253402016 @default.
- W2019925340 countsByYear W20199253402018 @default.
- W2019925340 countsByYear W20199253402019 @default.
- W2019925340 countsByYear W20199253402020 @default.
- W2019925340 countsByYear W20199253402021 @default.
- W2019925340 countsByYear W20199253402022 @default.
- W2019925340 countsByYear W20199253402023 @default.
- W2019925340 crossrefType "journal-article" @default.
- W2019925340 hasAuthorship W2019925340A5082399454 @default.
- W2019925340 hasConcept C144133560 @default.
- W2019925340 hasConcept C162118730 @default.
- W2019925340 hasConcept C162324750 @default.
- W2019925340 hasConcept C166970017 @default.
- W2019925340 hasConceptScore W2019925340C144133560 @default.
- W2019925340 hasConceptScore W2019925340C162118730 @default.
- W2019925340 hasConceptScore W2019925340C162324750 @default.
- W2019925340 hasConceptScore W2019925340C166970017 @default.
- W2019925340 hasIssue "2" @default.
- W2019925340 hasLocation W20199253401 @default.
- W2019925340 hasOpenAccess W2019925340 @default.
- W2019925340 hasPrimaryLocation W20199253401 @default.
- W2019925340 hasRelatedWork W13423171 @default.
- W2019925340 hasRelatedWork W1601631568 @default.
- W2019925340 hasRelatedWork W1771460106 @default.
- W2019925340 hasRelatedWork W2022502002 @default.
- W2019925340 hasRelatedWork W2224299198 @default.
- W2019925340 hasRelatedWork W2782439843 @default.
- W2019925340 hasRelatedWork W3025727643 @default.
- W2019925340 hasRelatedWork W3133770542 @default.
- W2019925340 hasRelatedWork W39543734 @default.
- W2019925340 hasRelatedWork W4303856931 @default.
- W2019925340 hasVolume "37" @default.
- W2019925340 isParatext "false" @default.
- W2019925340 isRetracted "false" @default.
- W2019925340 magId "2019925340" @default.
- W2019925340 workType "article" @default.