The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities
Year of publication: |
2009
|
---|---|
Authors: | Castaner, Anna ; Claramunt, M. Merce ; Marmol, Maite |
Institutions: | Facultat d'Economia i Empresa, Universitat de Barcelona |
Subject: | time of ruin | threshold proportional reinsurance strategy | ruin probability | gerber-shiu function |
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