Ruin probability and time of ruin with a proportional reinsurance threshold strategy
type: Item
instance of: scholarly article
title: Ruin probability and time of ruin with a proportional reinsurance threshold strategy
zbMATH Open document ID: 1284.91211
author: Anna Castañer
author: Maite Mármol
author: M. Mercè Claramunt
published in: Top
publication date: 2013-02-26T00:00:00Z
full work available at URL: http://hdl.handle.net/2445/102784
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 6139273
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: generalized Erlang(\(n\))
zbMATH Keywords: reinsurance strategy
zbMATH Keywords: solvency measures
MaRDI profile type: Publication
OpenAlex ID: W1971587923
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DOI: 10.1007/S11750-010-0165-5
description: scientific article; zbMATH DE number 6139273