Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model
From MaRDI portal
Publication:1936035
DOI10.1155/2012/802518zbMath1257.91026OpenAlexW2079350322WikidataQ58700764 ScholiaQ58700764MaRDI QIDQ1936035
Publication date: 21 February 2013
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/802518
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case
- On the ruin probabilities of a bidimensional perturbed risk model
- Survival probability for a two-dimensional risk model
- Optimal proportional reinsurance policies for diffusion models with transaction costs
- On a correlated aggregate claims model with Poisson and Erlang risk processes.
- Some results on ruin probabilities in a two-dimensional risk model.
- Optimal dynamic reinsurance policies for large insurance portfolios
- On minimizing the ruin probability by investment and reinsurance
- On the first time of ruin in the bivariate compound Poisson model
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimal proportional reinsurance policies for diffusion models
- Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
- Asymptotics of ruin probabilities for controlled risk processes in the small claims case
