A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function
نویسندگان
چکیده
منابع مشابه
A Dynamic Model of Extreme Risk Coverage Resilience and Efficiency in the Global Reinsurance Market
The Policy Research Working Paper Series disseminates the findings of work in progress to encourage the exchange of ideas about development issues. An objective of the series is to get the findings out quickly, even if the presentations are less than fully polished. The papers carry the names of the authors and should be cited accordingly. The findings, interpretations, and conclusions expresse...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2017
ISSN: 0021-9002,1475-6072
DOI: 10.1017/jpr.2016.99