Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906)
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scientific article; zbMATH DE number 6901684
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| English | Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process |
scientific article; zbMATH DE number 6901684 |
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Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (English)
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11 July 2018
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reinsurance
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ruin probability
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adjustment coefficient
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expected value principle
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discrete risk model
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Poisson MA(1) process
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0.8334774971008301
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0.8261727094650269
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0.8224528431892395
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0.8063759803771973
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