Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance
type: Item
instance of: scholarly article
title: Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance
zbMATH Open document ID: 1349.91141
author: Xiang Hu
author: Lianzeng Zhang
published in: Methodology and Computing in Applied Probability
publication date: 2016-11-11T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6652318
zbMATH Keywords: common Poisson shocks
zbMATH Keywords: thinning procedure
zbMATH Keywords: ruin probability
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: optimal reinsurance
MaRDI profile type: Publication
full work available at URL: s11009-015-9448-5
OpenAlex ID: W1886569471
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DOI: 10.1007/S11009-015-9448-5
description: scientific article; zbMATH DE number 6652318