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Article: ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

TitleON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
Authors
Zhang, ZCheung, ECKYang, H
KeywordsCompound Poisson risk model
Gerber-Shiu expected discounted penalty function
periodic capital injections
perpetual reinsurance
resolvent measure
Issue Date2018
PublisherCambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ASB
Citation
ASTIN Bulletin, 2018, v. 48 n. 1, p. 435-477 How to Cite?
DOI: http://dx.doi.org/10.1017/asb.2017.22
Persistent Identifierhttp://hdl.handle.net/10722/260587
ISSN
0515-0361
2023 Impact Factor: 1.7
2023 SCImago Journal Rankings: 0.979
ISI Accession Number ID
WOS:000423032500016

 

DC FieldValueLanguage
dc.contributor.authorZhang, Z-
dc.contributor.authorCheung, ECK-
dc.contributor.authorYang, H-
dc.date.accessioned2018-09-14T08:44:07Z-
dc.date.available2018-09-14T08:44:07Z-
dc.date.issued2018-
dc.identifier.citationASTIN Bulletin, 2018, v. 48 n. 1, p. 435-477-
dc.identifier.issn0515-0361-
dc.identifier.urihttp://hdl.handle.net/10722/260587-
dc.languageeng-
dc.publisherCambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ASB-
dc.relation.ispartofASTIN Bulletin-
dc.rightsASTIN Bulletin. Copyright © Cambridge University Press.-
dc.rightsThis article has been published in a revised form in ASTIN Bulletin [http://doi.org/10.1017/asb.2017.22]. This version is free to view and download for private research and study only. Not for re-distribution, re-sale or use in derivative works. © Cambridge University Press.-
dc.subjectCompound Poisson risk model-
dc.subjectGerber-Shiu expected discounted penalty function-
dc.subjectperiodic capital injections-
dc.subjectperpetual reinsurance-
dc.subjectresolvent measure-
dc.titleON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS-
dc.typeArticle-
dc.identifier.emailYang, H: hlyang@hku.hk-
dc.identifier.authorityYang, H=rp00826-
dc.description.naturepostprint-
dc.identifier.doi10.1017/asb.2017.22-
dc.identifier.scopuseid_2-s2.0-85030685653-
dc.identifier.hkuros290884-
dc.identifier.volume48-
dc.identifier.issue1-
dc.identifier.spage435-
dc.identifier.epage477-
dc.identifier.isiWOS:000423032500016-
dc.publisher.placeUnited Kingdom-
dc.identifier.issnl0515-0361-

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