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Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond
In this paper, imprecise approaches to model the risk reserve process of an insurer’s portfolio, which consists of a catastrophe bond and external help, and with a special penalty function in the case of a bankruptcy event, are presented. Apart from the general framework, two special cases, when par...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274648/ http://dx.doi.org/10.1007/978-3-030-50153-2_1 |