Risk diversifying treaty between two companies with only one in insurance business
From MaRDI portal
Publication:2358424
DOI10.1007/s13571-015-0113-3zbMath1364.91070OpenAlexW2324757958MaRDI QIDQ2358424
Publication date: 14 June 2017
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-015-0113-3
ruinSkorokhod problemruin probabilityreflected processsubexponential distributionCramer-Lundberg modelcapital injectionlight-tailed distributionLundberg adjustment coefficientrenewal-risk model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Lectures on insurance models
- Reflected Brownian motion on an orthant
- The class of subexponential distributions
- Quality, self-regulation, and competition: The case of insurance
- Problems of ruin and survival in economics: applications of limit theorems in probability
- An insurance network: Nash equilibrium
- A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant
- Multidimensional Insurance Model with Risk-Reducing Treaty
- Open Queueing Networks in Heavy Traffic
- Some Optimal Dividends Problems
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Explicit Solutions for Survival Probabilities in the Classical Risk Model