How an aggressively expanding insurance company becomes insolvent

DOI10.1080/03461238.2014.996248zbMath1401.91173OpenAlexW2331772521MaRDI QIDQ4575371

Vsevolod K. Malinovskii

Publication date: 13 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2014.996248

zbMATH Keywords

migration of insuredsaggressively expanding companyannual net worth valuesdefault of aggressive strategyLundberg annual riskmulti-year risk model

Mathematics Subject Classification ID

Related Items (2)

On rational pricing for a profit-seeking insurer in the year of hard market ⋮ Business planning for a profit-seeking insurer under deficiency of information

Cites Work

• Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
• Annual intrinsic value of a company in a competitive insurance market
• Aspects of risk theory
• Rationale of underwriters' pricing conduct on competitive insurance market
• Competition-Originated Cycles and Insurance Strategies
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