| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4640274 | Journal of Computational and Applied Mathematics | 2010 | 12 Pages |
Abstract
We model an insurance system consisting of one insurance company and one reinsurance company as a stochastic process in R2R2. The claim sizes {Xi}{Xi} are an iid sequence with light tails. The interarrival times {τi}{τi} between claims are also iid and exponentially distributed. There is a fixed premium rate c1c1 that the customers pay; c
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Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ali Devin Sezer,