A risk model with varying premiums: its risk management implications
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Publication:2260944
DOI10.1016/J.INSMATHECO.2014.10.010zbMATH Open1308.91089OpenAlexW2056028062MaRDI QIDQ2260944FDOQ2260944
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
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Cited In (10)
- On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
- An insurance risk process with a generalized income process: a solvency analysis
- 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 Variance Risk Premium
- Change point inferences of risk premium under the exponential premium principle
- Modeling the effect of spending on cyber security by using surplus process
- Risk models with premiums adjusted to claims number
- On a perturbed compound Poisson model with varying premium rates
- Discrete-time risk models with surplus-dependent premium corrections
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