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Ruin probability and time of ruin with a proportional reinsurance threshold strategy - MaRDI portal

Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094)

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scientific article; zbMATH DE number 6139273
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Ruin probability and time of ruin with a proportional reinsurance threshold strategy
scientific article; zbMATH DE number 6139273

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    Ruin probability and time of ruin with a proportional reinsurance threshold strategy (English)
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    26 February 2013
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    Gerber-Shiu function
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    generalized Erlang(\(n\))
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    reinsurance strategy
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    solvency measures
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