Search Results - subject:"Compound Poisson risk model"

Finite-time ruin probabilities using bivariate Laguerre series

Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190

Persistent link: https://www.econbiz.de/10014325041

The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation

Fan, Yuguang; Griffin, Philip S.; Maller, Ross; … - In: Risks 5 (2017) 1, pp. 1-27

reinsurance. Assuming the classical compound Poisson risk model with choices of claim size distributions (classified as heavy …

Persistent link: https://www.econbiz.de/10011709577

The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation

Fan, Yuguang; Griffin, Philip S.; Maller, Ross A.; … - In: Risks : open access journal 5 (2017) 1, pp. 1-27

reinsurance. Assuming the classical compound Poisson risk model with choices of claim size distributions (classified as heavy …

Persistent link: https://www.econbiz.de/10011636215

On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy

Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung - In: Risks 3 (2015) 4, pp. 491-514

In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer's payments to its policyholders and shareholders,...

Persistent link: https://www.econbiz.de/10011709537

On the joint analysis of the total discounted payments to policyholders and shareholders : dividend barrier strategy

Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-kyung - In: Risks : open access journal 3 (2015) 4, pp. 491-514

Persistent link: https://www.econbiz.de/10011402674