Level premium rates as a function of initial capital
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DOI: 10.1016/j.insmatheco.2013.02.001
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References listed on IDEAS
- Malinovskii, Vsevolod K., 2012. "Equitable solvent controls in a multi-period game model of risk," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 599-616.
- Malinovskii, V. K., 2007. "Zone-Adaptive Control Strategy for a Multiperiodic Model of Risk," Annals of Actuarial Science, Cambridge University Press, vol. 2(2), pages 349-367, September.
- Malinovskii, Vsevolod K., 2009. "Scenario Analysis for a Multi-Period Diffusion Model of Risk," ASTIN Bulletin, Cambridge University Press, vol. 39(2), pages 649-676, November.
- Teugels, Jozef L., 1982. "Estimation of ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 1(3), pages 197-211, July.
- Malinovskii, Vsevolod K., 2008. "Adaptive control strategies and dependence of finite time ruin on the premium loading," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 81-94, February.
- Malinovskii, Vsevolod K., 2008. "Risk theory insight into a zone-adaptive control strategy," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 656-667, April.
- Malinovskii, Vsevolod K., 2010. "Competition-Originated Cycles and Insurance Strategies," ASTIN Bulletin, Cambridge University Press, vol. 40(2), pages 797-843, November.
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Cited by:
- Malinovskii, Vsevolod K., 2014. "Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 301-309.
- Vsevolod K. Malinovskii, 2014. "Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk," Risks, MDPI, vol. 2(3), pages 1-11, July.
- Malinovskii, Vsevolod K., 2014. "Annual intrinsic value of a company in a competitive insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 310-318.
- Malinovskii, Vsevolod K. & Kosova, Ksenia O., 2014. "Simulation analysis of ruin capital in Sparre Andersen’s model of risk," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 184-193.
- Malinovskii, Vsevolod K., 2013. "Rationale of underwriters’ pricing conduct on competitive insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 325-333.
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Keywords
Annual probability mechanisms of insurance; Ruin within finite time; Level premium rate; Level initial capital;All these keywords.
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