Joint insurance and capitalization costs

DOI10.1016/0167-6687(88)90092-3zbMath0629.62103OpenAlexW1987648766MaRDI QIDQ1094069

Charles S. Tapiero, Laurent L. Jacque

Publication date: 1988

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(88)90092-3

zbMATH Keywords

diffusion approximationagency costsdynamical modelinsolvencycapitalization costsjoint insurancepremium paymentsre-capitalization

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Long-term average cost control problems for continuous time Markov processes: A survey
• Impulsive control in management: Prospects and applications
• Optimum excess-loss reinsurance: A dynamic framework
• Premium valuation in international insurance
• Insurance premiums and default risk in mutual insurance
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