A state dependent reinsurance model

DOI10.1016/j.insmatheco.2017.03.004zbMath1394.91193OpenAlexW2601521327MaRDI QIDQ2397864

Rami Yosef, David Perry, Esther Frostig, Onno J. Boxma

Publication date: 24 May 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/a-state-dependent-reinsurance-model(5e4390cc-99c6-4bc3-968f-8ebc50b5932c).html

zbMATH Keywords

time to ruinreinsurancedeficit at ruinstate dependencedividend

Mathematics Subject Classification ID

Cites Work

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