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. The primary insurer’s point of view is documented in terms of assessment of risk and payment of reinsurance premium. A … reinsurance. Assuming the classical compound Poisson risk model with choices of claim size distributions (classified as heavy … LCR reinsurance than for EOL while still maintaining company value. Both methods reduce risk considerably as compared with …
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. Applying the approximation theory of solutions of linear ordinary differential equations, we derive the asymptotics of the ruin …In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes …, representing, for instance, returns on risk-free investments of the insurance capital, we firstly derive explicit solutions of the …
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In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arrival times are …
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