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Search: subject:"threshold proportional reinsurance strategy"
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gerber-shiu function
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ruin probability
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threshold proportional reinsurance strategy
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time of ruin
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Castaner, Anna
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Claramunt, M. Merce
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Facultat d'Economia i Empresa, Universitat de Barcelona
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The Effect of a
Threshold
Proportional
Reinsurance
Strategy
on Ruin Probabilities
Castaner, Anna
;
Claramunt, M. Merce
;
Marmol, Maite
-
Facultat d'Economia i Empresa, Universitat de Barcelona
-
2009
In the context of a compound Poisson risk model, we define a
threshold
proportional
reinsurance
strategy
: A retention …
Persistent link: https://www.econbiz.de/10005456374
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