Discrete-time risk models with surplus-dependent premium corrections
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Publication:2096248
DOI10.1016/J.AMC.2022.127495OpenAlexW4296255678MaRDI QIDQ2096248
Dhiti Osatakul, Xueyuan Wu, Shuanming Li
Publication date: 16 November 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.127495
Parisian ruindiscrete-time risk modelbonus-malus systemrecursive computationfinite-time ruinsurplus-dependent premiums
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