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Article: Optimal reinsurance in a compound Poisson risk model with dependence
Title | Optimal reinsurance in a compound Poisson risk model with dependence |
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Authors | |
Keywords | Adjustment coefficient Compound Poisson risk model Optimal reinsurance Thinning dependence |
Issue Date | 2018 |
Publisher | Springer. The Journal's web site is located at http://www.springer.com/mathematics/computational+science+%26+engineering/journal/12190 |
Citation | Journal of Applied Mathematics and Computing, 2018, v. 58 n. 1-2, p. 389-412 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/258385 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 0.659 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wei, W | - |
dc.contributor.author | Liang, Z | - |
dc.contributor.author | Yuen, KC | - |
dc.date.accessioned | 2018-08-22T01:37:38Z | - |
dc.date.available | 2018-08-22T01:37:38Z | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | Journal of Applied Mathematics and Computing, 2018, v. 58 n. 1-2, p. 389-412 | - |
dc.identifier.issn | 1598-5865 | - |
dc.identifier.uri | http://hdl.handle.net/10722/258385 | - |
dc.language | eng | - |
dc.publisher | Springer. The Journal's web site is located at http://www.springer.com/mathematics/computational+science+%26+engineering/journal/12190 | - |
dc.relation.ispartof | Journal of Applied Mathematics and Computing | - |
dc.rights | The final publication is available at Springer via http://dx.doi.org/10.1007/s12190-017-1150-z | - |
dc.subject | Adjustment coefficient | - |
dc.subject | Compound Poisson risk model | - |
dc.subject | Optimal reinsurance | - |
dc.subject | Thinning dependence | - |
dc.title | Optimal reinsurance in a compound Poisson risk model with dependence | - |
dc.type | Article | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1007/s12190-017-1150-z | - |
dc.identifier.scopus | eid_2-s2.0-85033443983 | - |
dc.identifier.hkuros | 286753 | - |
dc.identifier.volume | 58 | - |
dc.identifier.issue | 1-2 | - |
dc.identifier.spage | 389 | - |
dc.identifier.epage | 412 | - |
dc.identifier.isi | WOS:000442633400020 | - |
dc.publisher.place | Germany | - |
dc.identifier.issnl | 1598-5865 | - |