Mathematical models for insurance business optimization
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Publication:464853
DOI10.1007/S10559-011-9295-5zbMATH Open1303.91094OpenAlexW2086293171MaRDI QIDQ464853FDOQ464853
Authors: B. V. Norkin 
Publication date: 30 October 2014
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-011-9295-5
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optimizationMonte Carlo methodoptimal controlreinsuranceinsurance portfoliorisk processactuarial mathematicsprobability of ruin
Cites Work
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- Stochastic successive approximation method for assessing the insolvency risk of an insurance company
- Optimization methods for compound Poisson risk processes
- Optimization of risk processes
- Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
- Method of successive approximations for solving integral equations of the theory of risk processes
- On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations
Cited In (9)
- Stochastic optimization models of actuarial mathematics
- Title not available (Why is that?)
- Asymptotic analysis and optimization of some insurance models
- Mathematical model of financial dynamics of an insurance company
- Systems simulation analysis and optimization of insurance business
- Mathematical models of functioning of an insurance company with allowance for the rate of return
- Cost estimation and optimization research for a new kind of deductible insurance
- Some mathematical aspects of price optimisation
- A discrete model for the problem of optimizing the activity of an insurance company
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