On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (Q4661697)
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scientific article; zbMATH DE number 2149156
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| English | On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance |
scientific article; zbMATH DE number 2149156 |
Statements
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance (English)
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30 March 2005
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Cramér-Lundberg risk model
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Sparre Andersen risk model
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Markov modulated risk model
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0.8825246691703796
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0.8603417277336121
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0.8587532639503479
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0.8422867655754089
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