Insurance premiums and default risk in mutual insurance

DOI10.1080/03461238.1986.10413796zbMath0648.62107OpenAlexW2003376553MaRDI QIDQ3793593

Yehuda Kahane, Charles S. Tapiero, Laurent L. Jacque

Publication date: 1986

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1986.10413796

zbMATH Keywords

default riskprobability of ruinmutual insuranceinsurance premiumsactuarially fair premiumsperceived probability of ruin

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Joint insurance and capitalization costs

Cites Work

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• Optimal investment-dividend policy of an insurance firm under regulation
• Model Building with the Aid of Stochastic Processes

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