A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function

Publisher： Cambridge University Press

E-ISSN： 1475-6072|54|1|267-285

ISSN： 0021-9002

Source： Journal of Applied Probability, Vol.54, Iss.1, 2017-04, pp. : 267-285

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

带常利率的时间间隔为相位的Gerber-Shiu折现罚金函数The Gerber-Shiu Discounted Penalty Function for the Risk Model with Phase-Type Inter Claim Times

By 肖菊霞  

Pure Mathematics, Vol. 4, Iss. 4, 2014-07 ,pp. : 144-150

汉斯出版社

Access to resources Recommend Favorite

OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL

By  

ANZIAM Journal, Vol. 52, Iss. 3, 2011-10 ,pp. : 250-262

Cambridge University Press

Access to resources Recommend Favorite

RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS

By  

ANZIAM Journal, Vol. 51, Iss. 1, 2009-07 ,pp. : 34-48

Cambridge University Press

Access to resources Recommend Favorite

Epidemic risk and insurance coverage

By  

Journal of Applied Probability, Vol. 54, Iss. 1, 2017-04 ,pp. : 286-303

Cambridge University Press

Access to resources Recommend Favorite

A Bayesian approach for optimal reinsurance and investment in a diffusion model

By Zhang Xin  

Journal of Engineering Mathematics, Vol. 76, Iss. 1, 2012-10 ,pp. : 195-206

Springer Publishing Company

Access to resources Recommend Favorite