caa a22 4500 605519870 CHVBK 20210128100732.0 cr unu---uuuuu 210128e20151201xx s 000 0 eng 10.1007/s11009-014-9418-3 doi (NATIONALLICENCE)springer-10.1007/s11009-014-9418-3 Discrete-time Insurance Model with Capital Injections and Reinsurance [Elektronische Daten] [Ekaterina Bulinskaya, Julia Gusak, Anastasia Muromskaya] A periodic-review insurance model is considered under the following assumptions. In order to avoid ruin the insurer maintains the company surplus above a chosen level a by capital injections at the end of each period. One-period insurance claims form a sequence of independent identically distributed nonnegative random variables with finite mean. A nonproportional reinsurance is applied for minimization of total expected discounted injections during a given planning horizon of n periods. Insurance and reinsurance premiums are calculated using the expected value principle. Optimal reinsurance strategy is established. Numerical results illustrating the theoretical ones are provided for three claims distributions. Springer Science+Business Media New York, 2014 Discrete-time insurance model nationallicence Capital injection nationallicence Nonproportional reinsurance nationallicence Optimal strategy nationallicence Bulinskaya Ekaterina Department of Mathematics and Mechanics, Lomonosov Moscow State University, 119991, Moscow, Russia aut Gusak Julia Department of Mathematics and Mechanics, Lomonosov Moscow State University, 119991, Moscow, Russia aut Muromskaya Anastasia Department of Mathematics and Mechanics, Lomonosov Moscow State University, 119991, Moscow, Russia aut Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/4(2015-12-01), 899-914 1387-5841 17:4<899 2015 17 11009 https://doi.org/10.1007/s11009-014-9418-3 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s11009-014-9418-3 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Bulinskaya Ekaterina Department of Mathematics and Mechanics, Lomonosov Moscow State University, 119991, Moscow, Russia aut NATIONALLICENCE 700 1- Gusak Julia Department of Mathematics and Mechanics, Lomonosov Moscow State University, 119991, Moscow, Russia aut NATIONALLICENCE 700 1- Muromskaya Anastasia Department of Mathematics and Mechanics, Lomonosov Moscow State University, 119991, Moscow, Russia aut NATIONALLICENCE 773 0- Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/4(2015-12-01), 899-914 1387-5841 17:4<899 2015 17 11009