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Article: Optimal reinsurance in a compound Poisson risk model with dependence

TitleOptimal reinsurance in a compound Poisson risk model with dependence
Authors
Wei, WLiang, ZYuen, KC
KeywordsAdjustment coefficient
Compound Poisson risk model
Optimal reinsurance
Thinning dependence
Issue Date2018
PublisherSpringer. 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?
DOI: http://dx.doi.org/10.1007/s12190-017-1150-z
Persistent Identifierhttp://hdl.handle.net/10722/258385
ISSN
1598-5865
2021 Impact Factor: 2.196
2020 SCImago Journal Rankings: 0.450
ISI Accession Number ID
WOS:000442633400020

 

DC FieldValueLanguage
dc.contributor.authorWei, W-
dc.contributor.authorLiang, Z-
dc.contributor.authorYuen, KC-
dc.date.accessioned2018-08-22T01:37:38Z-
dc.date.available2018-08-22T01:37:38Z-
dc.date.issued2018-
dc.identifier.citationJournal of Applied Mathematics and Computing, 2018, v. 58 n. 1-2, p. 389-412-
dc.identifier.issn1598-5865-
dc.identifier.urihttp://hdl.handle.net/10722/258385-
dc.languageeng-
dc.publisherSpringer. The Journal's web site is located at http://www.springer.com/mathematics/computational+science+%26+engineering/journal/12190-
dc.relation.ispartofJournal of Applied Mathematics and Computing-
dc.rightsThe final publication is available at Springer via http://dx.doi.org/10.1007/s12190-017-1150-z-
dc.subjectAdjustment coefficient-
dc.subjectCompound Poisson risk model-
dc.subjectOptimal reinsurance-
dc.subjectThinning dependence-
dc.titleOptimal reinsurance in a compound Poisson risk model with dependence-
dc.typeArticle-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.description.naturepostprint-
dc.identifier.doi10.1007/s12190-017-1150-z-
dc.identifier.scopuseid_2-s2.0-85033443983-
dc.identifier.hkuros286753-
dc.identifier.volume58-
dc.identifier.issue1-2-
dc.identifier.spage389-
dc.identifier.epage412-
dc.identifier.isiWOS:000442633400020-
dc.publisher.placeGermany-
dc.identifier.issnl1598-5865-

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