Asymptotic evaluation of optimal insurance tariffs on the base of individual claim factorization model (Q2716035)
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scientific article; zbMATH DE number 1601007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic evaluation of optimal insurance tariffs on the base of individual claim factorization model |
scientific article; zbMATH DE number 1601007 |
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30 May 2001
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optimization
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random variable
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insurer's surplus distribution
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asymptotic estimations
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optimal rate
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Asymptotic evaluation of optimal insurance tariffs on the base of individual claim factorization model (English)
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The subject of the paper is the investigation of the insurer's surplus distribution for a set of insurance contracts at the time of completion of all contracts. Random claims are identically distributed with known three moments. It is assumed that the insurance premiums are random variable. Asymptotic estimates for the surplus distribution and for the optimal rate with guaranteed probability of surplus of non negative reserve are obtained.
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