On the compound poisson risk model with periodic capital injections
By Zhimin Zhang, Eric C. K. Cheung and Hailiang Yang
| Year of publication: |
2018
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|---|---|
| Authors: | Zhang, Zhimin ; Cheung, Eric C. K. ; Yang, Hailiang |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 435-477
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| Subject: | Compound Poisson risk model | periodic capital injections | Gerber-Shiu expected discounted penalty function | resolvent measure | perpetual reinsurance | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Rückversicherung | Reinsurance | Finanzmathematik | Mathematical finance | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.22 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875624