1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.RM2017
On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
Zied Ben Salah, José Garrido
We consider a risk model where deficits after ruin are covered by a new type of reinsurance contract that provides capital injections. To allow the insurance company's survival aft…
math.PR2012★ 1 cited
On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin
Zied Ben Salah
In this chapter we propose an extended concept of the expected discounted penalty function (EDPF) that takes into account new ruin-related random variables. We add to the EDPF, whi…