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

DOI10.1007/s11750-010-0165-5zbMath1284.91211OpenAlexW1971587923MaRDI QIDQ1939094

Maite Mármol, Anna Castañer, M. Mercé Claramunt

Publication date: 26 February 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/102784

zbMATH Keywords

Gerber-Shiu functionreinsurance strategygeneralized Erlang(\(n\))solvency measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Survival probabilities in bivariate risk models, with application to reinsurance

Cites Work

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