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A state dependent reinsurance model
Affiliation:1. Department of Mathematics and Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands;2. Department of Statistics, Haifa University, Haifa, Israel;3. Department of Business Administration, Ben-Gurion University of the Negev, Israel;4. Western Galilee College, Israel;1. Université Paris 8 (LED), 2 rue de la Liberté, 93526 Saint-Denis Cedex, France;2. ESG Management School, 59 rue Nationale 75013 Paris, France;3. Banque des Etats de l’Afrique Centrale (BEAC);1. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, N2L 3G1, Canada;2. Department of Mathematics, School of Science, Tianjin University, Tianjin, 300072, PR China;1. Graduate School of Accounting, and Department of Applied Mathematics, Waseda University, Nishi-waseda 1-6-1, Shinjuku, Tokyo 169-8050, Japan;2. School of Life Sciences, John Maynard Smith Building, University of Sussex, Brighton BN1 9QG, UK;1. École d’Actuariat, Université Laval, Québec, Canada;2. Department of Mathematics, Université Libre de Bruxelles (ULB), Bruxelles, Belgium
Abstract:
Keywords:Reinsurance  Time to ruin  Deficit at ruin  Dividend  State dependence
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