Discrete-time Insurance Model with Capital Injections and Reinsurance

Author:

Bulinskaya Ekaterina,Gusak Julia,Muromskaya Anastasia

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference24 articles.

1. Bellman R (1957) Dynamic programming. Princeton University Press, Princeton

2. Bulinskaya E (2003) On the cost approach in insurance. Rev Appl Ind Math 10(2):276–286. In Russian

3. Bulinskaya E (2012) Optimal and Asymptotically Optimal Control for Some Inventory Models. Springer Proceedings in Mathematics and Statistics, 33. In: Shiryaev, et al (eds) Prokhorov and Contemporary Probability Theory, chapter 8, pp 138–160

4. Bühlmann H (1970) Mathematical methods in risk theory. Springer, Berlin

5. Chan W, Zhang L (2006) Direct derivation of finite-time ruin probabilities in the discrete risk model with exponential or geometric claims. North Am Actuar J 10(4):269–279

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