A state dependent reinsurance model

Publications

Onno Boxmaa, Esther Frostig, David Perry, Rami Yosef

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March 2017

We consider the surplus of an insurance company that employs reinsurance. The reinsurer covers part of the claims, but in return it receives a certain part of the income from premiums of the insurance company. In addition, the reinsurer receives some of the dividends that are withdrawn when a certain surplus level b is reached.

Elsevier

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