Journal of Mathematical Finance

Vol.7 No.4(2017), Paper ID 80712, 17 pages

DOI:10.4236/jmf.2017.74053

 

Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities

 

Nguyen Quang Chung

 

Department of Basic Sciences, Hungyen University of Technology and Education, Hung Yen, Vietnam
Applied Mathematics and Informatics School, Hanoi University of Science and Technology, Hanoi, Vietnam

 

Copyright © 2017 Nguyen Quang Chung et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Chung, N. (2017) Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities. Journal of Mathematical Finance, 7, 958-974. doi: 10.4236/jmf.2017.74053.

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