Concepedia

Discrete-time Insurance Model with Capital Injections and Reinsurance

Ekaterina Bulinskaya, Julia Gusak, A. A. Muromskaya

Methodology And Computing In Applied Probability · 2014 · 15 citations · 19 references

DOI

Concepts

References

19

Mathematical Methods in Risk Theory.

R. E. Beard, H. Buhlmann · Journal of the Royal Statistical Society Series A (General) · 1971 · 508 citations

, , +14

On minimizing the ruin probability by investment and reinsurance

Hanspeter Schmidli · The Annals of Applied Probability · 2002 · 340 citations · Full text

, , +15

Some Optimal Dividends Problems

David Dickson, Howard R. Waters · Astin Bulletin · 2004 · 207 citations · Full text

, , +13

Some Optimal Dividends Problems

David Dickson, Howard R. Waters · Astin Bulletin · 2004 · 145 citations

, , +13

Stochastic Storage Processes: Queues, Insurance Risk, Dams and Data Communication

Susan M. Pitts, N. U. Prabhu · Journal of the American Statistical Association · 1999 · 93 citations

, , +17