A state dependent reinsurance model
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 |
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