Risk theory insight into a zone-adaptive control strategy
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Publication:998280
DOI10.1016/J.INSMATHECO.2007.07.003zbMATH Open1152.91595OpenAlexW1979601762MaRDI QIDQ998280FDOQ998280
Authors: Vsevolod K. Malinovskii 
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.07.003
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Cites Work
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- Approximations for the probability of ruin within finite time
- Adaptive control strategies and dependence of finite time ruin on the premium loading
- Estimation of ruin probabilities
Cited In (7)
- Annual intrinsic value of a company in a competitive insurance market
- Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
- An adaptive premium policy with a Bayesian motivation in the classical risk model
- Adaptive control strategies and dependence of finite time ruin on the premium loading
- Scenario analysis for a multi-period diffusion model of risk
- Level premium rates as a function of initial capital
- Equitable solvent controls in a multi-period game model of risk
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