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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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Detalles Bibliográficos
Autor principal: Romaniuk, Maciej
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274648/
http://dx.doi.org/10.1007/978-3-030-50153-2_1

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