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Publications by M. Centeno de Lourdes

Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of N Independent Risks

Insurance: Mathematics and Economics

English

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On Combining Quota-Share and Excess of Loss

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Optimal Dynamic Proportional and Excess of Loss Reinsurance Under Dependent Risks

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

Journal of Mathematical Finance

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A Class of Conjugate Priors With Applications to Excess-Of-Loss Reinsurance.

Insurance: Mathematics and Economics

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The Asymptotic Efficiency of Largest Claims Reinsurance Treaties

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A Class of Conjugate Priors With Applications to Excess-Of-Loss Reinsurance

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A Spatial Mixed Poisson Framework for Combination of Excess-Of-Loss and Proportional Reinsurance Contracts

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On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

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Computing the Mean and the Variance of the Cedent’s Share for Largest Claims Reinsurance Covers

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