Alarm system for insurance companies: a strategy for capital allocation
From MaRDI portal
Publication:2444706
DOI10.1016/j.insmatheco.2012.02.009zbMath1284.91223arXiv1006.5473OpenAlexW2015967254MaRDI QIDQ2444706
Publication date: 10 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.5473
risk processruin probabilitycapital allocationalarm systemquantitative risk managementcapital accumulation function
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RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS, On branching models with alarm triggerings, On the evaluation of finite-time ruin probabilities in a dependent risk model, On finite-time ruin probabilities in a generalized dual risk model with dependence
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