Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model-Reference-Cited by-同舟云学术

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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model

Published:2023-09 Issue: Volume:112 Page:23-32
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Denuit Michel,Robert Christian Y.

Funder

FWO

FRS-FNRS

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference16 articles.

1. Ruin Probabilities;Asmussen,2010

2. Finite-time ruin probabilities using bivariate Laguerre series;Cheung;Scandinavian Actuarial Journal,2023

3. Structured Finance and Insurance;Culp,2006

4. Convex order and comonotonic conditional mean risk sharing;Denuit;Insurance. Mathematics & Economics,2012

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