ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

DOI10.1017/asb.2017.22zbMath1390.91220OpenAlexW2759369892MaRDI QIDQ5745200

Zhimin Zhang, Eric C. K. Cheung, Hailiang Yang

Publication date: 5 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4c789289b9fb8b69680fa4eadcfb80db428c827d

zbMATH Keywords

compound Poisson risk modelGerber-Shiu expected discounted penalty functionresolvent measureperiodic capital injectionsperpetual reinsurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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