An adaptive premium policy with a Bayesian motivation in the classical risk model

DOI10.1016/j.insmatheco.2012.06.001zbMath1284.91246OpenAlexW2061535450MaRDI QIDQ2445348

Christiane Lemieux, David Landriault, Gordon E. Willmot

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.06.001

zbMATH Keywords

Laplace transformruin probabilityErlangizationmixed Erlangmixed Poissondefective renewal equation

Mathematics Subject Classification ID

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