Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906): Difference between revisions
From MaRDI portal
Latest revision as of 03:18, 16 July 2024
scientific article; zbMATH DE number 6901684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process |
scientific article; zbMATH DE number 6901684 |
Statements
Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (English)
0 references
11 July 2018
0 references
reinsurance
0 references
ruin probability
0 references
adjustment coefficient
0 references
expected value principle
0 references
discrete risk model
0 references
Poisson MA(1) process
0 references
0 references
0 references
