Self-insurance of investor under repeating catastrophic risks

DOI10.1007/s10559-007-0059-1zbMath1153.91022OpenAlexW2125252173MaRDI QIDQ2467977

Vladimir I. Norkin

Publication date: 30 January 2008

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-007-0059-1

zbMATH Keywords

integral equationsactuarial mathematicsinsurancerisk measurefinancial mathematicsmethod of successive approximationsloss probabilitycatastrophic riskinvestmentsrisk estimaterandom risk process

Mathematics Subject Classification ID

Cites Work

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• Problems on insurance of catastrophic risks
• Solving the Wiener-Hopf equation with a probabilistic kernel
• On measuring and profiling catastrophic risks
• Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums.

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