Ruin probability and time of ruin with a proportional reinsurance threshold strategy
Year of publication: |
2012
|
---|---|
Authors: | Castañer, Anna ; Claramunt, Maria Mercè ; Mármol, Maite |
Published in: |
Top : transactions in operations research. - [Berlin] : Springer, ISSN 1134-5764, ZDB-ID 1205918-3. - Vol. 20.2012, 3, p. 614-638
|
Subject: | Risikomodell | Risk model | Rückversicherung | Reinsurance | Theorie | Theory |
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