The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation
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Fan, Y., Griffin, P. S., Maller, R., Szimayer, A., & Wang, T.
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Fan, Yuguang||Griffin, Philip S||Maller, Ross||Szimayer, Alexander||Wang, Tiandong
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Compound Poisson Risk Model
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Excess Of Loss Reinsurance
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Heavy Tails
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Largest Claims Reinsurance
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Levy Insurance Risk Process
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Ruin Probability
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Ruin Time
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http://dx.doi.org/10.3390/risks5010003