A state dependent reinsurance model
Onno Boxma, Esther Frostig, David Perry, Rami Yosef
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Boxma, Onno ; Frostig, Esther ; Perry, David ; Yosef, Rami |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 170-181
|
| Subject: | Reinsurance | Time to ruin | Deficit at ruin | Dividend | State dependence | Risikomodell | Risk model | Rückversicherung | Versicherungsmathematik | Actuarial mathematics | Dividende |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712465