Publisher： Cambridge University Press
E-ISSN： 1783-1350|30|2|349-368
ISSN： 0515-0361
Source： ASTIN Bulletin, Vol.30, Iss.2, 2000-11, pp. : 349-368
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Abstract
In this paper we discuss the concept of excess of loss reinsurance with reinstatements. The main objective is to provide a methodology to calculate the distribution of total aggregate losses for two or more consecutive layers when there is a limited number of reinstatements. We also compare different premium principles and their properties to price these treaties for any number of free or paid reinstatements.
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