scientific article; zbMATH DE number 5846722

zbMATH Open1224.91091MaRDI QIDQ3071695FDOQ3071695

Authors: Wei Wang, Chunsheng Zhang 

Publication date: 5 February 2011

Title of this publication is not available (Why is that?)

Recommendations

• Some results for the compound Poisson process that is perturbed by diffusion
• On a multi-threshold compound Poisson process perturbed by diffusion
• On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals
• On a perturbed compound Poisson model with varying premium rates
• Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion
• On the compound \(\alpha (t)\)-modified Poisson distribution
• scientific article; zbMATH DE number 2118860

zbMATH Keywords

ruin probabilityupper boundadjustment coefficientquota-share reinsuranceexcess of loss

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model.
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3071695)