Open AccessEffect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities
Author(s) -
Nguyen Quang Chung
Publication year - 2017
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2017.74053
Subject(s) - reinsurance , martingale (probability theory) , mathematics , ruin theory , mathematical economics , exponential function , econometrics , economics , risk model , actuarial science , mathematical analysis