Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094)
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scientific article; zbMATH DE number 6139273
| Language | Label | Description | Also known as |
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| English | Ruin probability and time of ruin with a proportional reinsurance threshold strategy |
scientific article; zbMATH DE number 6139273 |
Statements
Ruin probability and time of ruin with a proportional reinsurance threshold strategy (English)
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26 February 2013
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Gerber-Shiu function
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generalized Erlang(\(n\))
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reinsurance strategy
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solvency measures
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0.8307698965072632
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0.8002164959907532
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0.7860510945320129
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0.7852634787559509
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