ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200)

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scientific article; zbMATH DE number 6880937
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ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
scientific article; zbMATH DE number 6880937

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    ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (English)
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    5 June 2018
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    compound Poisson risk model
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    periodic capital injections
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    Gerber-Shiu expected discounted penalty function
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    resolvent measure
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    perpetual reinsurance
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