Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process

DOI10.1080/03461238.2013.849615zbMath1401.91213OpenAlexW2014271337MaRDI QIDQ4576906

Xiang Hu, Lianzeng Zhang, Baige Duan

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2013.849615

zbMATH Keywords

ruin probabilityreinsuranceadjustment coefficientdiscrete risk modelexpected value principlePoisson MA(1) process

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

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