On fair reinsurance premiums; Capital injections in a perturbed risk model
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DOI: 10.1016/j.insmatheco.2018.06.001
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Cited by:
- Julia Eisenberg & Lukas Fabrykowski & Maren Diane Schmeck, 2021. "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model," Risks, MDPI, vol. 9(4), pages 1-25, April.
- Eisenberg, Julia & Fabrykowski, Lukas & Schmeck, Maren Diane, 2021. "Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model," Center for Mathematical Economics Working Papers 648, Center for Mathematical Economics, Bielefeld University.
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Keywords
Reinsurance; Capital injections; Ruin; Successive ruin events; Spectrally negative Lévy process; Scale function; Expected present value; Gerber–Shiu function;All these keywords.
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