An insurance risk process with a generalized income process: a solvency analysis

DOI10.1016/j.insmatheco.2021.02.005zbMath1466.91272OpenAlexW3135449564MaRDI QIDQ2034160

Zijia Wang, David Landriault, Shu Li

Publication date: 21 June 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.02.005

zbMATH Keywords

joint distributions subordinators Sparre Andersen risk model stochastic income process varying premium rates

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (1)

The Gerber-Shiu discounted penalty function: a review from practical perspectives

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