scientific article; zbMATH DE number 3858257

MaRDI QIDQ3326685zbMATH OpenFDO

Authors M. Van Wouwe, Marc J. Goovaerts, Floriaen E. C. De Vylder

Publication date 1984

zbMATH Keywords

excess of loss reinsurance limitsinfinite time ruin probabilityintegral equations

Mathematics Subject Classification ID

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

Recommendations

• Reinsurances and finite time ruin probabilities
• Reinsurance and ruin
• Calculation of the probability of ruin of an insurance company with consideration of reinsurance
• Minimizing the ruin probability of risk processes with reinsurance
• The adjustment function in ruin estimates under interest force

Cited in

(3)

• Measuring the effects of reinsurance by the adjustment coefficient
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy
• Reinsurances and finite time ruin probabilities

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