On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626): Difference between revisions
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Revision as of 21:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fair reinsurance premiums; capital injections in a perturbed risk model |
scientific article |
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On fair reinsurance premiums; capital injections in a perturbed risk model (English)
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19 October 2018
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reinsurance
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capital injections
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ruin
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successive ruin events
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spectrally negative Lévy process
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scale function
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expected present value
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Gerber-Shiu function
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