Annual intrinsic value of a company in a competitive insurance market
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Publication:743172
DOI10.1016/j.insmatheco.2013.12.005zbMath1296.91166OpenAlexW1969324272MaRDI QIDQ743172
Publication date: 22 September 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.12.005
price competitionasymptotic boundsannual insurer's intrinsic valueinsurer's solvencyLundberg risk modelmigration of insureds
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Related Items (4)
How an aggressively expanding insurance company becomes insolvent ⋮ Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk ⋮ On rational pricing for a profit-seeking insurer in the year of hard market ⋮ Business planning for a profit-seeking insurer under deficiency of information
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