Discrete-time insurance models

DOI10.3103/S0027132223060025zbMATH Open1542.91337MaRDI QIDQ6545377

E. V. Bulinskaya

Publication date: 29 May 2024

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

optimal controlstochastic ordersruin probabilitydiscrete-time insurance modelsstability with respect to small fluctuation of parameters and perturbation of random variables distributions describing the model

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• The finite-time ruin probability under the compound binomial risk model
• Ruin probabilities in the compound binomial model
• Stochastic orders
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• New research directions in modern actuarial sciences
• Optimal capital injections and dividends with tax in a risk model in discrete time
• Optimal Control and Sensitivity Analysis for Two Risk Models
• Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
• On dividends in the phase–type dual risk model
• Two stochastic dominance criteria based on tail comparisons
• Asymptotic analysis and optimization of some insurance models
• Some Optimal Dividends Problems
• Multicriteria Optimization
• A review of discrete-time risk models

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