Risk theory insight into a zone-adaptive control strategy
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Publication:998280
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Cites work
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- scientific article; zbMATH DE number 735228 (Why is no real title available?)
- scientific article; zbMATH DE number 819734 (Why is no real title available?)
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- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Adaptive control strategies and dependence of finite time ruin on the premium loading
- Approximations for the probability of ruin within finite time
- Estimation of ruin probabilities
Cited in
(7)- An adaptive premium policy with a Bayesian motivation in the classical risk model
- 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
- Level premium rates as a function of initial capital
- Scenario analysis for a multi-period diffusion model of risk
- Equitable solvent controls in a multi-period game model of risk
- Adaptive control strategies and dependence of finite time ruin on the premium loading
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