An insurance risk process with a generalized income process : a solvency analysis
Year of publication: |
2021
|
---|---|
Authors: | Wang, Zijia ; Landriault, David ; Li, Shu |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 133-146
|
Subject: | Joint distributions | Sparre Andersen risk model | Stochastic income process | Subordinators | Varying premium rates | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process |
-
Cheung, Eric C. K., (2013)
-
Cheung, Eric C. K., (2019)
-
Spatial modelling of claim frequency and claim size in insurance
Gschlößl, Susanne, (2005)
- More ...
-
An Insurance Risk Process With a Generalized Income Process : A Solvency Analysis
Wang, Zijia, (2023)
-
A refracted Lévy process with delayed dividend pullbacks
Wang, Zijia, (2023)
-
Analysis of a drawdown-based regime-switching Lévy insurance model
Landriault, David, (2015)
- More ...