On a discrete-time risk model with claim correlated premiums
Xueyuan Wu (Department of Economics, the University of Melbourne), Mi Chen (School of Mathematics and Computer Science, Fujian Normal University, Fuzhou), Junyi Guo (School of Mathematical Sciences, Nankai University, Tianjin), Can Jin (Department of Economics, the University of Melbourne)
| Year of publication: |
2015
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|---|---|
| Authors: | Wu, Xueyuan ; Chen, Mi ; Guo, Junyi ; Jin, Can |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 9.2015, 2, p. 322-342
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| Subject: | Discrete-time risk model | No claims discount | Bonus-malus | Ruin probability | Deficit at ruin | Recursion | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory | Insolvenz | Insolvency | Risikoprämie | Risk premium | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499515000032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011542048