Karageyik, Başak Bulut; Şahin, Şule - In: Risks : open access journal 5 (2017) 1, pp. 1-24
In this paper, we approximate the aggregate claims process by using the translated gamma process under the classical risk model assumptions, and we investigate the ultimate ruin probability. We consider optimal reinsurance under the minimum ultimate ruin probability, as well as the maximum...
