On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626)
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scientific article
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| English | 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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0.8675823
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0.86282563
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0.8607704
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0.8595334
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0.8590503
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0.85713214
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0.8544427
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