ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

DOI10.1017/asb.2017.22zbMath1390.91220OpenAlexW2759369892MaRDI QIDQ5745200

Zhimin Zhang, Eric C. K. Cheung, Hailiang Yang

Publication date: 5 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4c789289b9fb8b69680fa4eadcfb80db428c827d

zbMATH Keywords

compound Poisson risk modelGerber-Shiu expected discounted penalty functionresolvent measureperiodic capital injectionsperpetual reinsurance

Mathematics Subject Classification ID

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Cites Work

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