Mathematical models for insurance business optimization

DOI10.1007/S10559-011-9295-5zbMath1303.91094OpenAlexW2086293171MaRDI QIDQ464853

B. V. Norkin

Publication date: 30 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-011-9295-5

zbMATH Keywords

optimizationoptimal controlMonte Carlo methodactuarial mathematicsrisk processreinsuranceinsurance portfolioprobability of ruin

Mathematics Subject Classification ID

Related Items (2)

Stochastic optimization models of actuarial mathematics ⋮ Systems simulation analysis and optimization of insurance business

Cites Work

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• Stochastic successive approximation method for assessing the insolvency risk of an insurance company
• Optimization methods for compound Poisson risk processes
• Optimization of risk processes
• Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
• Method of successive approximations for solving integral equations of the theory of risk processes
• On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations

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