On fair reinsurance premiums : capital injections in a perturbed risk model
Year of publication: |
September 2018
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Authors: | Ben Salah, Zied ; Garrido, José |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 11-20
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Subject: | Reinsurance | Capital injections | Ruin | Successive ruin events | Spectrally negative Lévy process | Scale function | Expected present value | Gerber-Shiu function | Theorie | Theory | Risikomodell | Risk model | Rückversicherung |
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