On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

Hanspeter Schmidli

Original language	English
Place of Publication	Afdeling for Anvendt Matematik og Statistik
Publisher	H.C.Ø.-Tryk
Pages	1-10
ISBN (Print)	87-7834-577-4
Publication status	Published - 2004

Cite this

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title = "On Cram{\'e}r-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance",

author = "Hanspeter Schmidli",

year = "2004",

language = "English",

isbn = "87-7834-577-4",

pages = "1--10",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

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T1 - On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

AU - Schmidli, Hanspeter

PY - 2004

Y1 - 2004

M3 - Working paper

SN - 87-7834-577-4

SP - 1

EP - 10

BT - On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

PB - H.C.Ø.-Tryk

CY - Afdeling for Anvendt Matematik og Statistik

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