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    On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance 

    Kasumo, Christian; Kasozi, Juma; Kuznetsov, Dmitry (Hindawi, 2018-02-22)
    We consider an insurance company whose reserves dynamics follow a diffusion-perturbed risk model. To reduce its risk, the company chooses to reinsure using proportional or excess-of-loss reinsurance. Using the ...

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    AuthorKasozi, Juma (1)Kasumo, Christian (1)
    Kuznetsov, Dmitry (1)
    SubjectMATHEMATICS (1)... View MoreDate Issued
    2018 (1)
    Has File(s)
    Yes (1)

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