Insurance models under incomplete information

DOI10.1007/978-3-319-76035-3_12MaRDI QIDQ1793912zbMATH OpenOpenAlexFDO

Authors Julia Gusak, Ekaterina V. Bulinskaya

Publication date 12 October 2018

Full work available at URL https://doi.org/10.1007/978-3-319-76035-3_12

zbMATH Keywords

capital injectionsincomplete informationKantorovich metricoptimizationperiodic-review insurance modelreinsurancestability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Asymptotic behavior of the processes describing some insurance models
• Some aspects of decision making under uncertainty
• Asymptotic analysis and optimization of some insurance models
• Stability of solutions in optimal reinsurance problem
• A discrete model for the problem of optimizing the activity of an insurance company

Cited in

(4)

• Asymptotic behavior of the processes describing some insurance models
• scientific article; zbMATH DE number 44317 (Why is no real title available?)
• General limited information diffusion method of small-sample information analysis in insurance
• Some aspects of decision making under uncertainty

This page was built for publication: Insurance models under incomplete information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1793912)