Title
Perturbation calculus in risk theory : application to chains and trees of reinsurance
Author
Faculty/Department
Faculty of Applied Economics
Publication type
article
Publication
Amsterdam ,
Subject
Economics
Mathematics
Source (journal)
Insurance: mathematics and economics. - Amsterdam
Volume/pages
8(1989) :1 , p. 97-104
ISSN
0167-6687
ISI
A1989U949300013
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
Several risk exchange models in reinsurance are presented, using chain and tree hierarchies. To get explicit solutions, a method is used which is a stochastic generalization of perturbation calculus in phycics.
E-info
https://repository.uantwerpen.be/docman/iruaauth/5a64bb/927b28b41c6.pdf
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Handle