A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function.

Onno J. Boxma Esther Frostig David Perry

Published in: J. Appl. Probab. (2017)

Keyphrases

computational model
probabilistic model
prior knowledge
management system
constrained optimization
objective function
probability distribution
parameter estimation
risk factors
penalty function
state dependent