Mathematical models for insurance business optimization
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optimizationMonte Carlo methodoptimal controlreinsuranceinsurance portfoliorisk processactuarial mathematicsprobability of ruin
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Cites work
- scientific article; zbMATH DE number 3844884 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 1122116 (Why is no real title available?)
- Method of successive approximations for solving integral equations of the theory of risk processes
- Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
- On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations
- Optimization methods for compound Poisson risk processes
- Optimization of risk processes
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company
Cited in
(9)- Some mathematical aspects of price optimisation
- Cost estimation and optimization research for a new kind of deductible insurance
- scientific article; zbMATH DE number 2102026 (Why is no real title available?)
- Mathematical model of financial dynamics of an insurance company
- A discrete model for the problem of optimizing the activity of an insurance company
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- Systems simulation analysis and optimization of insurance business
- Asymptotic analysis and optimization of some insurance models
- Stochastic optimization models of actuarial mathematics
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