A risk model with varying premiums: its risk management implications

DOI10.1016/J.INSMATHECO.2014.10.010MaRDI QIDQ2260944zbMATH OpenOpenAlexFDO

Authors Shu Li, David Landriault, Christiane Lemieux

Publication date 13 March 2015

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2014.10.010

zbMATH Keywords

risk managementGerber-Shiu functiondefective renewal equationdiscounted densityexperience-based premium policyvarying premiums

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• The compound Poisson risk model with multiple thresholds
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Cited in

(10)

• Discrete-time risk models with surplus-dependent premium corrections
• Risk models with premiums adjusted to claims number
• An insurance risk process with a generalized income process: a solvency analysis
• On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
• Gerber-Shiu discounted penalty function for compound Poisson-geometric risk model with variable premium rate
• An adaptive premium policy with a Bayesian motivation in the classical risk model
• Modeling the effect of spending on cyber security by using surplus process
• On a perturbed compound Poisson model with varying premium rates
• Modeling Variance Risk Premium
• Change point inferences of risk premium under the exponential premium principle

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