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Title
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Perturbation calculus in risk theory : application to chains and trees of reinsurance
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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Insurance : mathematics and economics. - Amsterdam
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Publication
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Amsterdam
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1989
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ISSN
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0167-6687
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DOI
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10.1016/0167-6687(89)90051-6
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Volume/pages
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8
:1
(1989)
, p. 97-104
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ISI
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A1989U949300013
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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