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What is Periodic Capital Injection in Risk Models about?

This paper introduces a new risk model for insurance companies that incorporates a periodic capital injection strategy and a barrier dividend strategy, allowing for reserve levels to be observed only at discrete time points. The authors derive equations and boundary conditions for the Gerber-Shiu function and other related functions under the assumption of exponentially distributed observation intervals and claim amounts. Numerical examples are provided to analyze the impact of various parameters on the act

Author

lenglengue2019

Language

EN