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The Effect of a threshold proportional reinsurance strategy on ruin probabilities
Castañer, Anna; Claramunt Bielsa, M. Mercè; Mármol, Maite
Universitat de Barcelona
Reassegurances
Gestió del risc
Matemàtica financera
Risc (Assegurances)
Transformació de Laplace
Equacions diferencials
Reinsurance
Risk management
Business mathematics
Risk (Insurance)
Laplace transformation
Differential equations
cc-by-nc-nd, (c) Castañer et al., 2009
http://creativecommons.org/licenses/by-nc-nd/3.0/
Working Paper
Universitat de Barcelona. Facultat d'Economia i Empresa
         

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