Add to ORKG2000 Mathematics Subject Classification: 60K10, 62P05.The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli risk model is discussed.This paper is partially supported by Sofia University grant 221/2008
We characterize the value function of maximizing the total discounted utility of dividend payments f...
We consider the risk process (Xx(t)) defined by Xx(t) = x+ pt − S(t) where x> 0 is the initial c...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...
2000 Mathematics Subject Classification: 60K10, 62P05We consider the risk model in which the claim c...
Classical compound Poisson risk models consider the premium rate to be constant. By adjusting the pr...
Compound sums arise frequently in insurance (total claim size in a portfolio) and in accountancy (to...
Compound sums arise frequently in insurance (total claim size in a portfolio) and in accountancy (to...
We consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, i...
When dealing with risk models the typical assumption of independence among claim size distributions ...
We analyze the insurer risk under the compound Poisson risk process perturbed by a Wiener process wi...
In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk...
AbstractIn risk management, ignoring the dependence among various types of claims often results in o...
In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance o...
In classical risk theory, the infinite-time ruin probability of a surplus process Ct is calculated a...
ISBN 07340 3558 6We consider a classical surplus process where the insurer can choosea different lev...
We characterize the value function of maximizing the total discounted utility of dividend payments f...
We consider the risk process (Xx(t)) defined by Xx(t) = x+ pt − S(t) where x> 0 is the initial c...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...
2000 Mathematics Subject Classification: 60K10, 62P05We consider the risk model in which the claim c...
Classical compound Poisson risk models consider the premium rate to be constant. By adjusting the pr...
Compound sums arise frequently in insurance (total claim size in a portfolio) and in accountancy (to...
Compound sums arise frequently in insurance (total claim size in a portfolio) and in accountancy (to...
We consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, i...
When dealing with risk models the typical assumption of independence among claim size distributions ...
We analyze the insurer risk under the compound Poisson risk process perturbed by a Wiener process wi...
In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk...
AbstractIn risk management, ignoring the dependence among various types of claims often results in o...
In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance o...
In classical risk theory, the infinite-time ruin probability of a surplus process Ct is calculated a...
ISBN 07340 3558 6We consider a classical surplus process where the insurer can choosea different lev...
We characterize the value function of maximizing the total discounted utility of dividend payments f...
We consider the risk process (Xx(t)) defined by Xx(t) = x+ pt − S(t) where x> 0 is the initial c...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...