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A state dependent reinsurance model

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  • Boxma, Onno
  • Frostig, Esther
  • Perry, David
  • Yosef, Rami

Abstract

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 In addition, the reinsurer receives some of the dividends that are withdrawn when a certain surplus level b is reached.

Suggested Citation

  • Boxma, Onno & Frostig, Esther & Perry, David & Yosef, Rami, 2017. "A state dependent reinsurance model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 170-181.
    • Handle: RePEc:eee:insuma:v:74:y:2017:i:c:p:170-181
    DOI: 10.1016/j.insmatheco.2017.03.004
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    References listed on IDEAS

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