On a discrete-time risk model with claim correlated premiums
Year of publication: |
2015
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Authors: | Wu, Xueyuan ; Chen, Mi ; Guo, Junyi ; Jin, Can |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 9.2015, 2, p. 322-342
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Subject: | Discrete-time risk model | No claims discount | Bonus-malus | Ruin probability | Deficit at ruin | Recursion | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion |
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