van Wouwe, M.; de Vylder, F.; Goovaerts, M. The influence of reinsurance limits on infinite time ruin probabilities. (English) Zbl 0539.62112 Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 493-504 (1984). [For the entire collection see Zbl 0528.00012.] The dependence of the infinite time ruin probability on the retention of a reinsurance company is studied by using the according defective integral equations and developing according inequations: This leads finally under eligible conditions to the decreasing monotony of the adjustment coefficient R. One proof showing the existence of \(\partial \psi /\partial m\) is not complete. Reviewer: Ch.Netzel Cited in 1 Document MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics Keywords:excess of loss reinsurance limits; infinite time ruin probability; integral equations Citations:Zbl 0528.00012 PDFBibTeX XML