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A note on reinsurance contracts with multiple reinstatements. (English) Zbl 1062.91053
Summary: Reinsurance contracts with multiple reinstatements and the reinstatement premium proportional to the payments obtained and to the residual time of coverage are considered. Formulae for the netto and risk loaded reinsurance premiums are presented. The preferences of the ceding insurer are analysed using the standard deviation principle.
MSC:
91B40 Labor market, contracts (MSC2010)
91B30 Risk theory, insurance (MSC2010)
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