Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114)
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scientific article; zbMATH DE number 6652318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance |
scientific article; zbMATH DE number 6652318 |
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Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (English)
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11 November 2016
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common Poisson shocks
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thinning procedure
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ruin probability
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adjustment coefficient
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optimal reinsurance
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