Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process

DOI10.1016/0167-6687(90)90013-4zbMATH Open0693.62088OpenAlexW1992689578MaRDI QIDQ908643FDOQ908643

Authors Sidney Browne 

Publication date 1990

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(90)90013-4

zbMATH Keywords

optimal policyindex policiesclaims processesfundsinitial reservepremium ratesruin timessuperclaims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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