The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1524488
Abstract: Abstract The compound Poisson Omega model is considered in the presence of a three-step premium rate. Firstly, the integral equations and the integro-differential equations for the Gerber-Shiu expected discounted penalty function are derived. Secondly, the… read more here.
Keywords: three step; premium rate; gerber shiu; step premium ... See more keywords
Fair premium rate of the deposit insurance system based on banks’ creditworthiness
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DOI: 10.1108/sef-05-2017-0105
Abstract: Purpose Deposit insurance is a key element in modern banking, as it guarantees the financial safety of deposits at depository financial institutions. It is necessary to have at least a dual fair premium rate system… read more here.
Keywords: system; premium rate; fair premium; rate ... See more keywords