Optimal dynamic equilibrium in insurance policies

DOI10.1002/asm.3150110208zbMath0830.90022OpenAlexW2063333053MaRDI QIDQ4842361

Dominique Page, Raymond Tremolieres

Publication date: 27 July 1995

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150110208

zbMATH Keywords

stabilitycompound Poisson distributionrelative equilibriuminsurance policycustomers portfoliofree reservesopen Markov systemoptimal growth steady state

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Asymptotic behavior of Markov systems

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