On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q129577890, #quickstatements; #temporary_batch_1727091737240 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.insmatheco.2018.06.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2018.06.001 / rank | |||
Normal rank | |||
Latest revision as of 09:26, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fair reinsurance premiums; capital injections in a perturbed risk model |
scientific article |
Statements
On fair reinsurance premiums; capital injections in a perturbed risk model (English)
0 references
19 October 2018
0 references
reinsurance
0 references
capital injections
0 references
ruin
0 references
successive ruin events
0 references
spectrally negative Lévy process
0 references
scale function
0 references
expected present value
0 references
Gerber-Shiu function
0 references
0 references
0 references
0 references
0 references
0 references
