A stochastic approach to insurance cycles
type: Item
instance of: scholarly article
title: A stochastic approach to insurance cycles
zbMATH Open document ID: 0760.62095
DOI: 10.1016/0167-6687(92)90046-E
published in: Insurance Mathematics \& Economics
publication date: 1993-04-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60K99
zbMATH DE Number: 148001
zbMATH Keywords: path integral
zbMATH Keywords: insurance cycles
zbMATH Keywords: solvency of insurers
zbMATH Keywords: equalization reserves
zbMATH Keywords: underwriting cycles
zbMATH Keywords: analytical expressions for solvency margins
zbMATH Keywords: effects of pure solvency
zbMATH Keywords: effect of cyclic behavior
author: Marc J. Goovaerts
author: Floriaen E. C. De Vylder
author: Rob Kaas
MaRDI profile type: Publication
cites work: Q5511744
cites work: Interest and mortality randomness in some annuities
cites work: Q5569065
cites work: The analytical evaluation of one-dimensional Gaussian path-integrals
full work available at URL: 0167-6687(92)90046-e
OpenAlex ID: W2035708497
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description: scientific article; zbMATH DE number 148001