On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626): Difference between revisions

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On fair reinsurance premiums; capital injections in a perturbed risk model
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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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