Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Ester C. Lari"'
In this paper we consider two-dimensional risk models where the claim counting processes of the two classes of business are assumed to be Poisson processes. We assume that the dividends are paid because of the presence of a reflecting upper barrier.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::efe5389693c38c68e15b6d83b75c9f62
http://hdl.handle.net/11567/937601
http://hdl.handle.net/11567/937601
Publikováno v:
Theoretical Economics Letters. :90-95
We consider a modified version of the classical Cramer-Lundberg risk model. In particular, we assume two classes of insurance business dependent through the claim number process Ni, i=1,2: we consider that the number of claims is generated by a bivar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bc1ebf230772311997590cf83e295029
https://doi.org/10.4236/tel.2013.32015
https://doi.org/10.4236/tel.2013.32015
In this paper, we study an optimal reinsurance strategy combining a proportional and an excess of loss reinsurance. We refer to a collective risk theory model with two classes of dependent risks; particularly, the claim number of the two classes of i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::758134a128760e42013342fcb2e3096b
http://hdl.handle.net/11567/839711
http://hdl.handle.net/11567/839711
The paper deals with the optimal proportional reinsurance in a collective risk theory model involving two classes of insurance business. These classes are dependent through the number of claims. The objective of the insurer is to choose an optimal re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d136bae1bba0fd0e0651765645c2c66
http://hdl.handle.net/11567/809631
http://hdl.handle.net/11567/809631