Risk theory insight into a zone-adaptive control strategy

DOI10.1016/J.INSMATHECO.2007.07.003zbMath1152.91595OpenAlexW1979601762MaRDI QIDQ998280

Vsevolod K. Malinovskii

Publication date: 28 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.07.003

zbMATH Keywords

adaptive controlequityclassical risk modelsolvencymultiperiodic insurance process

Mathematics Subject Classification ID

Related Items (6)

Level premium rates as a function of initial capital ⋮ An adaptive premium policy with a Bayesian motivation in the classical risk model ⋮ Equitable solvent controls in a multi-period game model of risk ⋮ Adaptive control strategies and dependence of finite time ruin on the premium loading ⋮ 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

Cites Work

• Adaptive control strategies and dependence of finite time ruin on the premium loading
• Estimation of ruin probabilities
• Approximations for the probability of ruin within finite time
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