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Economics of insurance
Theorie
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Theory
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Risikomodell
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Risk model
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Dividend
11
Dividende
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Finanzmathematik
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Mathematical finance
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Versicherungsmathematik
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Risk
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Markov-Kette
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Portfolio selection
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Portfolio-Management
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Probability theory
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Capital requirements
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Dynamic programming
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Dynamische Optimierung
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Kapitalbedarf
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Laplace transform
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Reinsurance
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Risikomanagement
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Risk management
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Rückversicherung
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Sparre Andersen risk model
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Versicherungsökonomik
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partial integro-differential equation
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Discounting
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Generalised Lundberg equation
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Dickson, David C. M.
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Li, Shuanming
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Nie, Ciyu
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
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Minimizing the ruin probability through capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10009297551
Saved in:
2
The finite time ruin probability in a risk model with capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
-
2012
Persistent link: https://www.econbiz.de/10009656102
Saved in:
3
Minmising the ruin probability through capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
-
2010
Persistent link: https://www.econbiz.de/10008698575
Saved in:
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