. 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 …

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims … probabilities. In addition, we extend the risk model by considering an external Markovian environment in which the claims …

In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arrival times are …