Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process (Q908643)
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scientific article; zbMATH DE number 4135273
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| English | Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process |
scientific article; zbMATH DE number 4135273 |
Statements
Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process (English)
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1990
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ruin times
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index policies
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funds
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initial reserve
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premium rates
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claims processes
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superclaims
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optimal policy
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0.7265903353691101
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0.7198296189308167
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0.7192164063453674
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0.717808187007904
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0.710155725479126
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