10 citations · 10 across the 2 of their papers we have counts for
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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…
stat.AP2017
Bayesian Credibility for GLMs
Oscar Alberto Quijano Xacur, José Garrido
We revisit the classical credibility results of Jewell and Bühlmann to obtain credibility premiums for a GLM using a modern Bayesian approach. Here the prior distributions can be c…