More for less insurance model: an alternative to (re)insurance

DOI10.1007/s42519-022-00286-4zbMath1498.91364OpenAlexW4294982631MaRDI QIDQ2096393

Publication date: 16 November 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00286-4

zbMATH Keywords

path integrals ruin probability Sheffer polynomials reinsurance deficit at ruin more for less strategy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

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Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
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Reinsurance
Dividends with tax and capital injection in a spectrally negative Lévy risk model
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RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS
ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

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