On the compound poisson risk model with periodic capital injections
Year of publication: |
2018
|
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Authors: | Zhang, Zhimin ; Cheung, Eric C. K. ; Yang, Hailiang |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 435-477
|
Subject: | Compound Poisson risk model | periodic capital injections | Gerber-Shiu expected discounted penalty function | resolvent measure | perpetual reinsurance | Risikomodell | Risk model | Theorie | Theory | Finanzmathematik | Mathematical finance |
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