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

Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model

Gu, Ailing; Chen, Shumin; Li, Zhongfei; Viens, Frederi G. - In: Scandinavian actuarial journal 2022 (2022) 9, pp. 749-774

Persistent link: https://www.econbiz.de/10013419039

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

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

Statistical estimation for some dividend problems under the compound poisson risk model

Xie, Jiayi; Zhang, Zhimin - In: Insurance 95 (2020), pp. 101-115

Persistent link: https://www.econbiz.de/10012419256

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

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/10011402674

On the compound poisson risk model with periodic capital injections

Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 435-477

Persistent link: https://www.econbiz.de/10011875624

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

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

A class of nonzero-sum investment and reinsurance games subject to systematic risks

Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707

Persistent link: https://www.econbiz.de/10011848596

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

Cheung, Eric C. K.; Liu, Haibo - In: Annals of actuarial science 10 (2016) 2, pp. 236-269

Persistent link: https://www.econbiz.de/10011621187