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Асимптотические Оценки Оптимальных Страховых Тарифов На Основе Факторизационной Модели Индивидуального Иска

Author

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  • Шоргин С.Я.

Abstract

Исследуется распределение случайной величины итогового резерва (surplus) страховой компании по некоторому множеству договоров страхования на момент окончания действия всех договоров. Случайные иски имеют одно и то же распределение с известными тремя моментами. Страховые взносы (премии) предполагаются случайными. Получены асимптотические оценки для распределения величины итогового резерва и для оптимальной ставки премии, обеспечивающей заданную вероятность неотрицательности итогового резерва.

Suggested Citation

  • Шоргин С.Я., 1996. "Асимптотические Оценки Оптимальных Страховых Тарифов На Основе Факторизационной Модели Индивидуального Иска," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 32(3), июль.
    • Handle: RePEc:scn:cememm:32-3-9
    Note: Москва
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