Level premium rates as a function of initial capital
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Publication:2442540
DOI10.1016/j.insmatheco.2013.02.001zbMath1284.91254OpenAlexW2024519849MaRDI QIDQ2442540
Publication date: 3 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.001
annual probability mechanisms of insurancelevel initial capitallevel premium rateruin within finite time
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Related Items (4)
Rationale of underwriters' pricing conduct on competitive insurance market ⋮ Simulation analysis of ruin capital in Sparre Andersen's model of risk ⋮ Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk ⋮ Annual intrinsic value of a company in a competitive insurance market
Cites Work
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- Approximations for the probability of ruin within finite time
- Corrected normal approximation for the probability of ruin within finite time
- Probabilities of ruin when the safety loading tends to zero
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
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