ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

@article{Zhang2017ONTC,
  title={ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS},
  author={Zhimin Zhang and Eric C. K. Cheung and Hailiang Yang},
  journal={ASTIN Bulletin},
  year={2017},
  volume={48},
  pages={435 - 477}
}
Abstract The analysis of capital injection strategy in the literature of insurance risk models (e.g. Pafumi, 1998; Dickson and Waters, 2004) typically assumes that whenever the surplus becomes negative, the amount of shortfall is injected so that the company can continue its business forever. Recently, Nie et al. (2011) has proposed an alternative model in which capital is immediately injected to restore the surplus level to a positive level b when the surplus falls between zero and b, and the… 
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