Mathematical models for insurance business optimization
type: Item
instance of: scholarly article
title: Mathematical models for insurance business optimization
zbMATH Open document ID: 1303.91094
author: B. V. Norkin
published in: Cybernetics and Systems Analysis
publication date: 2014-10-30T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6362544
zbMATH Keywords: actuarial mathematics
zbMATH Keywords: risk process
zbMATH Keywords: probability of ruin
zbMATH Keywords: optimization
zbMATH Keywords: optimal control
zbMATH Keywords: insurance portfolio
zbMATH Keywords: reinsurance
zbMATH Keywords: Monte Carlo method
MaRDI profile type: Publication
full work available at URL: s10559-011-9295-5
OpenAlex ID: W2086293171
cites work: Q3314809
cites work: Q3773148
cites work: Optimization of risk processes
cites work: Q4379506
cites work: Optimization methods for compound Poisson risk processes
cites work: Method of successive approximations for solving integral equations of the theory of risk processes
cites work: Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
cites work: On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations
cites work: Stochastic successive approximation method for assessing the insolvency risk of an insurance company
DOI: 10.1007/S10559-011-9295-5
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description: scientific article; zbMATH DE number 6362544