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Scenario Analysis for a Multi-Period Diffusion Model of Risk - MaRDI portal

Scenario Analysis for a Multi-Period Diffusion Model of Risk

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DOI10.2143/AST.39.2.2044652zbMath1180.91165OpenAlexW2036623532MaRDI QIDQ3653514

Vsevolod K. Malinovskii

Publication date: 22 December 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.39.2.2044652

zbMATH Keywords

equity adaptive control strategies solvency diffusion annual mechanisms multi-period insurance process Volatile scenario

Mathematics Subject Classification ID

Related Items (3)

Level premium rates as a function of initial capital ⋮ Equitable solvent controls in a multi-period game model of risk ⋮ Annual intrinsic value of a company in a competitive insurance market

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